Calculus rules for derivatives of multimaps (Q833013)
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English | Calculus rules for derivatives of multimaps |
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Calculus rules for derivatives of multimaps (English)
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11 August 2009
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In the paper under review, the authors give calculus rules for derivatives of the compositions of two multifunctions. Let \(X\), \(Y\) and \(Z\) be normed vector spaces and \(F : X \rightrightarrows Y\) and \(G : Y \rightrightarrows Z\) be multimaps. The composition \((G \circ F) : X \rightrightarrows Z\) is defined by \((G \circ F) (x) = \bigcup_{y \in F(x)} G(y)\). For a point \(z= (x,y) \in \mathrm{cl} (\mathrm{gph}(F))\), the contingent derivative of \(F\) at \(z\) is the multimap \(DF(x,y) : X \rightrightarrows Y\) whose graph is the contingent cone to \(\mathrm{gph}(F)\) at \(z\) in \(X \times Y\), that is, \(\mathrm{gph} (DF(x,y)) = \lim \sup _{t \to +0} \frac{1}{t} (\mathrm{gph}(F) -z)\), where \(\mathrm{gph}(F)\) stands for the graph \(\{(x,y) \in X \times Y : y \in F(x) \}\) of \(F\), and \(\mathrm{cl}(A)\) for the closure of a subset \(A\) in a space. The multimap \(G ^{-1} : Z \rightrightarrows Y\) is defined by \(G^{-1} (z) = \{ y \in Y : z \in G(y)\}\). Define \(C : X \times Z \rightrightarrows Y\) by \(C(x,z) = F(x) \cap G^{-1}(y)\). The authors prove the following: Suppose \(Y\) is finite dimensional. Given \((x,z) \in \mathrm{gph}(G \circ F)\) such that \(C\) is directionally semi-compact at \((x,z)\) and \(DC((x,z) , y) (0,0) = \{0\}\) holds for every \(y \in \mathrm{cl}(C (x,z))\), then one has \[ D(G \circ F)(x,z) \subset \bigcup_{y \in \mathrm{cl}(C (x,z))} DG( y,z) \circ DF(x,y). \] If moreover, \(DF(x,y)(u) \cap DG(z,y)^{-1}(w) \subset DC((x,z),y)(u,w)\) holds for every \((u,w) \in X \times Z\) and \(y \in \mathrm{cl}(C (x,z))\), then the above inclusion is equality. Similar results for incident derivatives of multifunctions and calculus rules for sums of multimaps are also proved.
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calmness
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contingent derivative: incident derivative
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proto-differentiability
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semi-differentiability
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upper Lipschitz property
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