Appl Math Optim 24:35-54 (1991)
Applied Mathematics
and Optimization
© 1991 Springer-Verlag New York Inc.
On Implicit Function Theorems for Set-Valued Maps and Their
Application to Mathematical Programming under Inclusion
Constraints
Pham Huy Dien and Nguyen Dong Yen
Institute of Mathematics, P.O. Box 631, Bo Ho, 10,000 Hanoi, Vietnam
Communicated by J. Stoer
Abstract. In this paper we establish some implicit function theorems for a
class of locally Lipschitz set-valued maps and then apply them to investigate
some questions concerning the stability of optimization problems with inclu-
sion constraints. In consequence we have an extension of some of the
corresponding results of Robinson, Aubin, and others.
O. Introduction
Implicit and inverse function theorems form an effective tool for solving many
problems of optimization theory. In recent years, optimization problems involving
set-valued maps have risen to become a subject that attracts much attention, and it
is natural to raise the problem of extending these theorems to the case of set-valued
maps. Following the studies of Methlouthi [10], Aubin [2], Aubin and Ekeland
[3], Aubin and Frankowska I-4], Pschenichnyi [11] and others, the present paper
gives several new results for this and some closely related problems.
In the classical setting, implicit function theorems state sufficient conditions for
deriving a function from the equation F(x, p)= 0 in some neighborhood of a
solution point (x0, Po), i.e., F(xo, Po)= 0. In the case of set-valued maps the
problem is restated in an alternative form. Namely, let there be given three linear
topological spaces X, Y, P, a set-valued map F from X x P into Y, and closed
subsets C c X, D c P. For a point Po ~ D satisfying 0 ~ F(x o, Po) for some Xo e C,
we investigate under what condition the set
G(p) := {x ~ C/O E F(x, p)} (0.1)