Generalized Differentiation with Positively Homogeneous Maps: Applications in Set-Valued Analysis and Metric Regularity

Published Online:https://doi.org/10.1287/moor.1110.0497

We propose a new concept of generalized differentiation of set-valued maps that captures first-order information. This concept encompasses the standard notions of Fréchet differentiability, strict differentiability, calmness and Lipschitz continuity in single-valued maps, and the Aubin property and Lipschitz continuity in set-valued maps. We present calculus rules, sharpen the relationship between the Aubin property and coderivatives, and study how metric regularity and open covering can be refined to have a directional property similar to our concept of generalized differentiation. Finally, we discuss the relationship between the robust form of generalized differentiation and its one-sided counterpart.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.