Title
Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications
Abstract
.   We obtain local estimates of the distance to a set defined by equality constraints under assumptions which are weaker than those previously used in the literature. Specifically, we assume that the constraints mapping has a Lipschitzian derivative, and satisfies a certain 2-regularity condition at the point under consideration. This setting directly subsumes the classical regular case and the twice differentiable 2-regular case, for which error bounds are known, but it is significantly richer than either of these two cases. When applied to a certain equation-based reformulation of the nonlinear complementarity problem, our results yield an error bound under an assumption more general than b-regularity. The latter appears to be the weakest assumption under which a local error bound for complementarity problems was previously available. We also discuss an application of our results to the convergence rate analysis of the exterior penalty method for solving irregular problems.
Year
DOI
Venue
2001
10.1007/PL00011406
Math. Program.
Keywords
Field
DocType
Key words: error bound –C1,1-mapping – 2-regularity – nonlinear complementarity problem – exterior penalty – rate of convergence,Mathematics Subject Classification (1991): 90C30,49M30,65K05,46T20,90C33
Complementarity (molecular biology),Mathematical optimization,Differentiable function,Rate of convergence,Mathematics,Derivative (finance),Nonlinear complementarity problem,Penalty method
Journal
Volume
Issue
ISSN
89
3
0025-5610
Citations 
PageRank 
References 
16
1.62
10
Authors
2
Name
Order
Citations
PageRank
A. F. Izmailov123821.76
M. V. Solodov260072.47