Abstract
In this paper, we prove equality expression for the contingent cone and the strict normal cone to a set determined by equality and/or inequality constraints at a Fréchet differentiable point. A similar result has appeared before in the literature under the assumption that all the constraint functions are of classC or under the assumption that the functions are strictly differentiable at the point in question. Our result has applications to the calculation of various kinds of tangent cones and normal cones.
Similar content being viewed by others
References
Ioffe, A. D., andTikhomirov, V. M.,Theory of Extremal Problems, North-Holland, Amsterdam, Holland, 1979.
Aubin, J. P., andFrankowska, H.,Set-Valued Analysis, Birkhäuser, Boston, Massachusetts, 1990.
Clarke, F. H.,Optimization and Nonsmooth Analysis, John Wiley and Sons, New York, New York, 1983.
Rockafellar, R. T.,La Théorie des Sous-Gradients et Ses Applications à l'Optimization, Les Presses de l'Université de Montréal, Montreal, Canada, 1979.
Rockafellar, R. T., andWets, R. J. B.,Variational Analysis, Springer-Verlag, Berlin, Germany (to appear).
Borwein, J. M.,Stability and Regular Points of Inequality Systems, Journal of Optimization Theory and Applications, Vol. 48, pp. 9–52, 1986.
Ward, D. E.,Convex Subcones of the Contingent Cone in Nonsmooth Calculus and Optimization, Transactions of the American Mathematical Society, Vol. 302, pp. 661–682, 1987.
Ward, D. E.,Isotone Tangent Cones and Nonsmooth Optimization, Optimization, Vol. 18, pp. 769–783, 1987.
Ward, D. E.,Metric Regularity and Second-Order Nonsmooth Calculus, Preprint, 1992.
Flett, T. M.,Differential Analysis, Cambridge University Press, Cambridge, England, 1980.
Halkin, H.,Implicit Functions and Optimization Problems without Continuous Differentiability, SIAM Journal on Control and Optimization, Vol. 12, pp. 229–236, 1974.
Muldowney, J. S., andWillett, D.,An Elementary Proof of the Existence of Solutions to Second-Order Nonlinear Boundary-Value Problems, SIAM Journal on Mathematical Analysis, Vol. 5, pp. 701–707, 1974.
Di, S.,The Trust Region Approach for Conic Models and Calmness of Optimization Problems, PhD Thesis, University of Alberta, 1992.
Rockafellar, R. T.,Extensions of Subgradient Calculus with Applications to Optimization, Nonlinear Analysis: Theory, Methods, and Applications Vol. 9, pp. 665–698, 1985.
Deimling, K.,Nonlinear Functional Analysis, Springer-Verlag, Berlin, Germany, 1985.
Author information
Authors and Affiliations
Additional information
Communicated by F. Giannessi
This research was supported, in part by the National Science and Engineering Research Council of Canada under Grant No. OGP-41983.
The authors would like to thank D. E. Ward for his many helpful comments.
Rights and permissions
About this article
Cite this article
Di, S., Poliquin, R. Contingent cone to a set defined by equality and inequality constraints at a Fréchet differentiable point. J Optim Theory Appl 81, 469–478 (1994). https://doi.org/10.1007/BF02193096
Issue Date:
DOI: https://doi.org/10.1007/BF02193096