Stability of Possibly Nonisolated Solutions of Constrained Equations, with Applications to Complementarity and Equilibrium Problems

We present a new covering theorem for a nonlinear mapping on a convex cone, under the assumptions weaker than the classical Robinson’s regularity condition. When the latter is violated, one cannot expect to cover the entire neighborhood of zero in the image space. Nevertheless, our covering theorem gives rise to natural conditions guaranteeing stability of a solution of a cone-constrained equation subject to wide classes of perturbations, and allowing for nonisolated solutions, and for systems with the same number of equations and variables. These features make these results applicable to various classes of variational problems, like nonlinear complementarity problems. We also consider the related stability issues for generalized Nash equilibrium problems. © 2017, Springer Science+Business Media B.V.

Authors
Number of issue
2
Language
English
Pages
327-352
Status
Published
Volume
26
Year
2018
Organizations
  • 1 Uchebniy Korpus 2, VMK Faculty, OR Department, Lomonosov Moscow State University, MSU, Leninskiye Gory, Moscow, 119991, Russian Federation
  • 2 RUDN University, Miklukho-Maklaya Str. 6, Moscow, 117198, Russian Federation
Keywords
Complementarity problem; Constrained equation; Covering; Generalized Nash equilibrium problem; Nonisolated solution; Sensitivity; Singular solution; Stability
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