Analysis and optimization of Lipschitz continuous mappings

Abstract

In this paper, four fundamental theorems for continuously differentiable mappings (the multiplier rule for equality constraints of Caratheodory, the inverse mapping theorem, the implicit mapping theorem, and the general multiplier rule for inequality and equality constraints of Mangasarian and Fromovitz) are shown to have natural extensions valid when the mappings are only Lipschitz continuous. Involved in these extensions is a compact, convex set of linear mappings called the generalized derivative, which can be assigned to any Lipschitz continuous mapping and point of its (open) domain and which reduces to the usual derivative whenever the mapping is continuously differentiable. After a brief calculus for this generalized derivative is presented in Part I, the connection between the ranks of the linear mappings in the generalized derivative and theinteriority of the given mapping is explored in Parts II and IV; this relationship is used in Parts III and IV to prove the extensions of the theorems mentioned above.