Lower Semicontinuity of Multivalued Linearization Mappings.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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Many results in mathematical programming require lower semicontinuity of the multivalued function obtained from a constraint set by replacing the functions defining the set by their linearizations about a point. In this paper the author gives a simple sufficient condition, involving the gradients of the active linearized constraints, for this property to hold. The author shows that this is the weakest possible condition which uses only first-order information at the point in question. Author
- Operations Research