Acta Math Vietnam

DOI 10.1007/s40306-017-0224-1

The Mordukhovich Coderivative and the Local Metric

Regularity of the Solution Map to a Parametric Discrete
Optimal Control Problem

Le Quang Thuy1 · Nguyen Thi Toan1

Received: 19 July 2016 / Revised: 28 February 2017 / Accepted: 6 July 2017

© Institute of Mathematics, Vietnam Academy of Science and Technology (VAST) and Springer Nature
Singapore Pte Ltd. 2017

Abstract In this paper, we study the Mordukhovich coderivative and the local metric reg-
ularity in Robinson’s sense of the solution map to a parametric dynamic programming
problem with linear constraints and convex cost functions. By establishing abstract results
on the coderivative and the local metric regularity of the solution map to a parametric vari-
ational inequality, we obtain the Mordukhovich coderivative and the local metric regularity
in Robinson’s sense of the solution map to a parametric discrete optimal control problem.

Keywords Parametric discrete optimal control problem · Dynamic programming

problem · Solution map · Local metric regularity · Mordukhovich coderivative

Mathematics Subject Classification (2010) 49J21 · 49K21 · 93C55

1 Introduction

A wide variety of problems in discrete optimal control problem can be posed in the follow-
ing form.
Determine a pair (x, u) of a path x = (x0 , x1 , . . . , xN ) ∈ Rm × Rm × · · · × Rm and a
control vector u = (u0 , u1 , . . . , uN−1 ) ∈ Rn × Rn × · · · × Rn , which minimize the cost

N−1
f (x, u, μ) = hk (xk , uk , μk ) + hN (xN , μN ) (1)
k=0

 Nguyen Thi Toan

toan.nguyenthi@hust.edu.vn
Le Quang Thuy
thuy.lequang@hust.edu.vn

1 School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, 1
Dai Co Viet, Hanoi, Vietnam
 L. Q. Thuy, N. T. Toan

and satisfy the state equation

xk+1 = Ak xk + Bk uk + wk , k = 0, 1, . . . , N − 1, (2)
the constraints
αk ≤ uk ≤ βk , k = 0, 1, . . . , N − 1, (3)
and the initial condition
x0 = c ∈ Rm . (4)
The notations in (1)–(4) have the following meanings:
– k indexes the discrete time,
– N is the horizon or time number control applied,
– xk is the state of the system, which summarizes past information that is relevant for
future optimization,
– uk is the control variable to be selected at time k with the knowledge of the state xk ,
– μk , wk are random parameters (also called disturbance or noise), which belong to Rs
and Rm , respectively, and μ = (μ0 , μ1 , . . . , μN ), w = (w0 , w1 , . . . , wN−1 ),
– αk and βk are given vectors in Rn ,
– Ak : Xk → Xk+1 ; Bk : Uk → Xk+1 are linear mappings.
This type of problems was considered and investigated in [1–3, 5–7, 10, 19–22] and the
references therein. A classical example for the problem (1)–(4) is the economic stabilization
problem; see, for example, [15] and [23].
Put X = R(N+1)m , U = RNn , Z = X × U , M = R(N+1)s and W = RNm . For
each (μ, w) ∈ M × W , we denote by S(μ, w) the solution set of the problem (1)–(4)
corresponding to parameters μ = (μ0 , μ1 , . . . , μN ) ∈ M and w = (w0 , w1 , . . . , wN−1 ) ∈
W. Thus,
S : M × W → 2Z
is a set-valued map, which is called the solution map of the problem (1)–(4).
The study of solution stability and solution sensitivity is an important topic in variational
analysis and optimization. It is well known that optimal control problems with contin-
uous variables can be transferred to discrete optimal control problems by discretization.
Upper semicontinuity, lower semicontinuity, metric regularity, Aubin property, Lipschitzian
property, Hölder continuity, and differentiability (derivative in the classical sense or a gener-
alized sense and the Fréchet coderivative or the Mordukhovich coderivative, etc.) are among
the most interesting properties of the solution map to the parametric discrete optimal con-
trol problem. Such problems were studied in [8, 18, 19]. In particular, when hk are strongly
convex and of class C 2 , Malanowski [8] showed that the solution map is single-valued
and differentiable in parameters. However, when the cost functions hk are not strongly
convex, the situation becomes more complicated. In this case, the solution map is not single-
valued in general. Recently, Toan and Kien [19] have derived some sufficient conditions
under which the solution map of the problem (1)–(4) has the Aubin property or the lower
semicontinuity for the case where the cost functions hk are not strongly convex.
In this paper, by establishing results on the coderivative and the local metric regularity
of the solution map to a parametric variational inequality, we obtain an upper estimate of
the Mordukhovich coderivative and sufficient conditions for the local metric regularity in
Robinson’s sense of the solution map to the parametric discrete optimal control problem,
where the solution map is a set-valued map.
In order to obtain the result, we shall reduce the problem to a parametric variational
inequality and use tools of variational analysis to establish some abstract results on the
The Mordukhovich Coderivative and the Local Metric Regularity...

coderivative and the local metric regularity of solution maps. We then apply the obtained
results to the problem (1)–(4).
The paper is organized as follows. In Section 2, we recall some notions and facts of varia-
tional analysis and generalized differentiation that we shall use in this paper. Section 3 gives
a formula for computing the Mordukhovich coderivative of the solution map. Some suffi-
cient conditions under which the solution map is locally-metrically regular in Robinson’s
sense are given in Section 4.

2 Basic Definitions and Preliminaries

In this section, we recall some notions and facts of variational analysis and generalized
differentiation, which will be used in the sequel. The reader can find these notions and facts
in [4, 9, 11–14, 16, 17].
Let E1 and E2 be finite-dimensional Euclidean spaces and let F : E1 ⇒ E2 be a multi-
function. The effective domain, denoted by domF , and the graph of F , denoted by gphF ,
are defined as
domF := {z ∈ E1 : F (z) = ∅},
and
gphF := {(z, v) ∈ E1 × E2 : v ∈ F (z)}.
One says that F has a locally closed graph around (x0 , y0 ) ∈ gphF if there exists a closed
ball B in E1 × E2 of positive radius with center (x0 , y0 ) such that B ∩ gphF is a closed
subset of E1 × E2 . The norm in the product space is given by
(z, v) = z + v.
Let E be a finite-dimensional Euclidean space,  a nonempty closed set in E, and z̄ ∈ .
The set ⎧ ⎫
⎨
z ∗ , z − z̄ ⎬
(z̄; ) := z∗ ∈ Z ∗ : lim sup
N ≤0
⎩  z − z̄ ⎭
z−
→z̄
is called the Fréchet normal cone to  at z̄, and the set
 )
N (z̄; ) := lim N(z;

z−
→z̄
is called the Mordukhovich normal cone to  at z̄. Hence,

z∗ ∈ N (z̄; ) ⇐⇒ there exist sequences zk −


 k ; )
→ z̄, and zk∗ ∈ N(z̄
 ) ⊂ N (z̄; ). If  is convex then
such that zk∗ → z∗ . It is obvious that N(z̄;
 ) = N (z̄; ) = {z∗ ∈ E :
z∗ , z − z̄ ≤ 0 ∀z ∈ }.
N(z̄;
Given a set-valued map F : E1 ⇒ E2 , the normal coderivative of F at (z, v) ∈ gphF is the
multifunction D ∗ F (z, v) : E2 ⇒ E1 defined by
D ∗ F (z, v)(v ∗ ) = {z∗ ∈ E1 : (z∗ , −v ∗ ) ∈ N ((z, v); gphF )}.
We now return to the problem (1)–(4). For each
μ = (μ0 , μ1 , . . . , μN ) ∈ M and w = (w0 , w1 , . . . , wN−1 ) ∈ W,
 L. Q. Thuy, N. T. Toan

we put
K(w) = {z = (x, u) ∈ Z : xk+1 = Ak xk + Bk uk + wk , x0 = c,
αk ≤ uk ≤ βk , k = 0, 1, . . . , N − 1} . (5)
Then, the problem (1)–(4) can be formulated in a simpler form:
min {f (z, μ) : z ∈ K(w)} . (6)
Note that, for each fixed couple (μ, w), (6) is a programming problem under linear con-
straints. If f is convex and differentiable in z, then z is a solution of the problem if and only
if
0 ∈ fz (z, μ) + N (z; K(w)) ,
where N (z; K(w)) is the normal cone to K(w) at z in the sense of the convex analysis.
Putting φ(z, μ) = fz (z, μ), we get
0 ∈ φ(z, μ) + N (z; K(w)), (7)
which is called a parametric variational inequality.
Put ϒ = M × W . Throughout this paper, we assume that z̄ = (x̄, ū) is a solution of the
¯ 2 ¯
problem at ῡ = (μ̄, w̄), that is z̄ = (x̄, ū) ∈ S(μ̄, w̄), and symbols h̄k , ∂∂uhkk , ∂u∂ k h∂xk k , etc.,
stand, respectively, for

 
∂hk ∂ 2 hk
hk (x̄k , ūk , μ̄k ), (x̄k , ūk , μ̄k ), (x̄k , ūk , μ̄k ), etc.,
∂uk ∂uk ∂xk

where
⎡ ∂ 2 h̄k ∂ 2 h̄k ∂ 2 h̄k
⎤
...
∂xk1 ∂u1k ∂xk1 ∂u2k ∂xk1 ∂uM
⎢ k ⎥
⎢ ∂ 2 h̄k ∂ 2 h̄k ∂ 2 h̄k ⎥
∂ 2 h̄k ⎢ ∂xk2 ∂u1k ∂xk2 ∂u2k
...
∂xk2 ∂uM ⎥
=⎢
⎢ .. .. .. ..
k ⎥
⎥
∂xk ∂uk ⎢ . . . . ⎥
⎣ ⎦
∂ 2 h̄ k ∂ 2 h̄ k ∂ 2 h̄ k
...
∂xkS ∂u1k ∂xkS ∂u2k ∂xkS ∂uM
k

if xk = (xk1 , xk2 , . . . , xkS ) ∈ Xk = RS and uk = (u1k , u2k , . . . , uM

k ) ∈ Uk = R . We also
M
T
denote by xk the transposable matrix of xk . Assume that there exist convex neighborhoods
of μ̄, x̄ and ū, respectively,

N 
N 
N−1
M0 = Mk0 , X0 = Xk0 , U0 = Uk0
k=0 k=0 k=0

such that one of the following conditions holds:

(H1) For each k = 0, 1, . . . , N − 1 and λk ∈ Mk0 , λN ∈ MN0 , the functions hk (·, ·, λk ) :
Xk × Uk0 → R and hN (·, λN ) : XN
0 0 → R are convex.

(H2) For each k = 0, 1, . . . , N − 1, the functions hk : Xk0 × Uk0 × Mk0 → R and

h N : XN
0 × M 0 → R are of class C 2 and the map
N

∂ 2 f (z̄, μ̄)
:M→Z
∂μ∂z
is surjective.
The Mordukhovich Coderivative and the Local Metric Regularity...

Here, μ̄ = (μ̄0 , μ̄1 , . . . , μ̄N ), x̄ = (x̄0 , x̄1 , . . . , x̄N ), ū = (ū0 , ū1 , . . . , ūN−1 ), and
Mk0 , Xk0 , Uk0 are convex neighborhoods of μ̄k , x̄k , ūk , respectively, and
⎡ ∂ 2 h̄0
⎤
∂μ0 ∂x0 0 0 ... 0 0
⎢ ∂ 2 h̄1 ⎥
⎢ 0 0 ... 0 0 ⎥
⎢ ∂μ1 ∂x1 ⎥
⎢ .. .. .. .. .. .. ⎥⎡ ⎤
⎢ ⎥ μ0
⎢ . . . . . . ⎥
⎢ ∂ 2 h̄N −1 ⎥ ⎢ μ1 ⎥
⎢ 0 0 0 ... 0 ⎥⎢ ⎥
2 ⎢ ∂μN −1 ∂xN −1 ⎥ ⎢ μ2 ⎥
∂ f (z̄, μ̄) ⎢ ∂ 2 h̄N ⎥⎢ ⎥
(μ0 , μ1 , . . . , μN ) = ⎢ 0 0 0 ... 0 ⎥ ⎢ .. ⎥
∂μ∂z ⎢ ∂μN ∂xN ⎥⎢ . ⎥
⎢ ∂ 2 h̄0 ⎥⎢ ⎥
⎢ 0 0 ... 0 0 ⎥ ⎣ μN−1 ⎦
⎢ ∂μ0 ∂u0
⎥
⎢ 0 ∂ 2 h̄1
0 ... 0 0 ⎥ μN
⎢ ∂μ1 ∂u1 ⎥
⎢ .. .. .. .. .. .. ⎥
⎢ ⎥
⎣ . . . . . . ⎦
∂ 2 h̄N −1
0 0 0 ... ∂μN −1 ∂uN −1 0

∂ 2 h̄0 ∂ 2 h̄1 ∂ 2 h̄N−1
= μ0 , μ1 , . . . , μN−1 ,
∂μ0 ∂x0 ∂μ1 ∂x1 ∂μN−1 ∂xN−1
∂ 2 h̄N ∂ 2 h̄0 ∂ 2 h̄1
μN , μ0 , μ1 , . . . ,
∂μN ∂xN ∂μ0 ∂u0 ∂μ1 ∂u1

∂ 2 h̄N−1
μN−1 .
∂μN−1 ∂uN−1

Let us define a mapping G : Z × ϒ ⇒ Z by

G(z, υ) = φ(z, μ) + N (z; K(w)).

It is clear that local properties of the solution map S around the point

(ῡ, z̄) ∈ gphS := {(υ, z) ∈ ϒ × Z : z ∈ S(υ)}

depend on the structure of the set gphG := {(z, υ, y) ∈ Z × ϒ × Z : y ∈ G(z, υ)} around
the point (z̄, ῡ, 0Z ).
The distance from z ∈ Z to a subset  ⊂ Z is defined by

dist(z, ) = inf{z − y : y ∈ }.

According to the usual convention inf ∅ = +∞, we have dist(z, ) = +∞ if  = ∅.

We say that the solution map S(μ, w) of (7) is locally-metrically regular in Robinson’s
sense around (z̄, μ̄, w̄, 0Z ) satisfying 0 ∈ φ(z̄, μ̄) + N (z̄; K(w̄)) if there exist constants
γ > 0, η > 0, and neighborhoods Z0 of z̄, M0 of μ̄, W0 of w̄ such that

dist (z, S(μ, w)) ≤ γ dist (0, φ(z, μ) + N (z; K(w)))
whenever z ∈ Z0 , μ ∈ M0 , w ∈ W0 , dist (0, φ(z, μ) + N (z; K(w))) < η.

Note that the condition (3) can be rewritten in the form

uk ≤ βk and − uk ≤ −αk .
 L. Q. Thuy, N. T. Toan

Define
⎡ ⎤
w0
⎢ −w0 ⎥
⎢ ⎥
⎢ w1 ⎥
⎢ ⎥
⎡ ⎤ ⎢ −w1 ⎥
x0 ⎢ ⎥
⎢ .. ⎥
⎢ x1 ⎥ ⎢ . ⎥
⎢ ⎥ ⎢ ⎥
⎢ .. ⎥ ⎢ wN−1 ⎥
⎢ . ⎥ ⎢ ⎥
⎢ ⎥ ⎢ −wN−1 ⎥
⎢ xN ⎥ ⎢ ⎥
⎢
z=⎢ ⎥, b(w) = ⎢ c ⎥, (8)
⎥ ⎢ ⎥
⎢ u0 ⎥ ⎢ −c ⎥
⎢ u1 ⎥ ⎢ ⎥
⎢ ⎥ ⎢ β0 ⎥
⎢ . ⎥ ⎢ ⎥
⎣ .. ⎦ ⎢ −α0 ⎥
⎢ ⎥
⎢ β1 ⎥
uN−1 ⎢ ⎥
⎢ −α1 ⎥
⎢ ⎥
⎢ .. ⎥
⎣ . ⎦
−αN−1
and
⎡ ⎤
−A0 Im 0 0 ... 0 0 −B0 0 0 ... 0
⎢ A0 −Im 0 0 ... 0 0 B0 0 0 ... 0 ⎥
⎢ ⎥
⎢ 0 −A1 Im 0 ... 0 0 0 −B1 0 ... 0 ⎥
⎢ ⎥
⎢ 0 A1 −Im 0 ... 0 0 0 B1 0 ... 0 ⎥
⎢ ⎥
⎢ .. .. .. .. .. .. .. .. .. .. .. .. ⎥
⎢ . . . . . . . . . . . . ⎥
⎢ ⎥
⎢ 0
⎢ 0 0 0 . . . −AN−1 Im 0 0 0 . . . −BN−1 ⎥
⎥
⎢ 0
⎢ 0 0 0 . . . AN−1 −Im 0 0 0 . . . BN−1 ⎥⎥
C=⎢ 0 0 0 0 0 0 0 0 0 ⎥,
⎢ Im ... ... ⎥ (9)
⎢ −Im 0 0 0 ... 0 0 0 0 0 ... 0 ⎥
⎢ ⎥
⎢ 0 0 0 0 ... 0 0 In 0 0 ... 0 ⎥
⎢ ⎥
⎢ 0 0 0 0 ... 0 0 −In 0 0 ... 0 ⎥
⎢ ⎥
⎢ 0 0 0 0 ... 0 0 0 In 0 ... 0 ⎥
⎢ ⎥
⎢ 0 0 0 0 ... 0 0 0 −In 0 ... 0 ⎥
⎢ ⎥
⎢ . .. .. .. .. .. .. .. .. .. .. .. ⎥
⎣ .. . . . . . . . . . . . ⎦
0 0 0 ... 0 0 0 0 0 0 . . . −In
where Im and In denote the m × m and n × n unit matrices, respectively. Then, we have
K(w) = {z ∈ X × U : Cz ≤ b(w)}.
Let us put  = R2(N+1)m+2Nn , P = M ×  and define a mapping K1 :  ⇒ Z by
K1 (b) = {z ∈ Z : Cz ≤ b} ∀b ∈  (10)
where the matrix C is defined by (9). Thus, we have K(w) = K1 (b(w)) for all w ∈ W ,
where b(w) is defined by (8). We denote by D1 the effective domain of K1 and D the
effective domain of K. It is clear that
D = {w ∈ W : K(w) = ∅} = {w ∈ W : b(w) ∈ D1 }.
In the sequel, we shall need the following lemma.
The Mordukhovich Coderivative and the Local Metric Regularity...

Lemma 1 ([9, Theorem 2.2]) The set-valued map K1 :  ⇒ Z defined by (10) is Lipschitz
on D1 , i.e., there exists a constant l > 0, independent of b, such that
K1 (b1 ) ⊆ K1 (b2 ) + lb1 − b2 BZ
for all b1 , b2 ∈ D1 , where BZ stands for the closed unit ball in Z.

Notice that the set-valued map K is also Lipschitz on D by [19, Corollary 2.2 ].
Given a set  ⊂ Z, the set
∗ = {z∗ ∈ Z :
z∗ , z ≤ 0 ∀z ∈ }
is called the polar cone of . The tangent cone to  at z̄ ∈  denoted by T (z̄; ) is defined
by
 
T (z̄; ) = N (z̄; )∗ = v ∈ Z :
z∗ , v ≤ 0 ∀z∗ ∈ N (z̄; ) .
From now on, we shall write b̄ instead of b(w̄). For each (μ, b) ∈ P = M × , consider
the problem of finding z = z(μ, b), which satisfies the equation
0 ∈ φ(μ, z) + N (z; K1 (b)) . (11)
Let us denote by S1 (μ, b) the solution set of (11) corresponding to
(μ, b) ∈ M × .
It is clear that S(μ, w) = S1 (μ, b(w)) for all (μ, w) ∈ M × D, where S(μ, w) is the
solution set of (7), which is also the solution map of the problem (1)–(4).
Notice that C = (cij )p×q , where
p = 2(N + 1)m + 2N n and q = (N + 1)m + N n.
Put
T = {0, 1, . . . , p} = T0 ∪ T1 ,
where
T0 = {1, 2, . . . , 2(N + 1)m},
T1 = {2(N + 1)m + 1, 2(N + 1)m + 2, . . . , 2(N + 1)m + 2N n}.
Let us denote by Ci the i-th row of matrix C. For a fixed element z ∈ K1 (b), the set of
active indices at z is given by
I (z, b) = {i ∈ T : Ci z = (b)i } , (12)
where (b)i is the i-th component of b. Here, the vector b consists of 2(N + 1)m + 2N n
components, and the vector z consists of (N + 1)m + N n components. For convenience, we
assume that
 
βi = b̂2(N+1)m+2in+1 , b̂2(N+1)m+2in+2 , . . . , b̂2(N+1)m+2in+n ,
 
−αi = b̂2(N+1)m+(2i+1)n+1 , b̂2(N+1)m+(2i+1)n+2 , . . . , b̂2(N+1)m+(2i+1)n+n ,
i = 0, 1, . . . , N − 1.
Here, b̂k are fixed for all
k ∈ {2(N + 1)m + 1, 2(N + 1)m + 2, . . . , 2(N + 1)m + 2N n}.
 L. Q. Thuy, N. T. Toan

Thus, we have

b(w) = [w0 , −w0 , w1 , −w1 , . . . , wN−1 , −wN−1 , c, −c, b̂]T ,

where b̂ = (b̂2(N+1)m+1 , b̂2(N+1)m+2 , . . . , b̂2(N+1)m+2Nn ). Since Ci z̄ = b̄i for all i ∈ T0 ,

we get
I (z̄, b̄) = T0 ∪ T1 (z̄, b̄), (13)

where
T1 (z̄, b̄) = {i ∈ T1 : Ci z̄ = (b̂)i }.

For every subset I ⊂ T , we put I¯ = T \I . Let CI (resp., CI¯ ) be the matrix composed by the
rows Ci , i ∈ I (resp., the rows Ci , i ∈ I¯) of C.
The following lemma gives formulas of the normal cone and the tangent cone of K1 (b).
Its proof can be found in [14, Lemma 3.1].

Lemma 2 Let K1 (b) be defined by (10), z ∈ K1 (b) and I (z, b) be defined by (12). Then,
the following representations are fulfilled:
(i)
 
N (z; K1 (b)) = y ∈ Z : y ∈ pos{CiT : i ∈ I (z, b)} ,

where
⎧ ⎫
  ⎨  ⎬
pos CiT : i ∈ I (z, b) = λi CiT , λi ≥ 0 ;
⎩ ⎭
i∈I (z,b)

(ii)
T (z; K1 (b)) = {v ∈ Z : Ci v ≤ 0 ∀i ∈ I (z, b)} .

For any sets P , Q satisfying P ⊂ Q ⊂ T , we put

 
AQ,P = span {Ci : i ∈ P } + pos Ci : i ∈ QP ,

and
 
BQ,P = z ∈ Z : Ci z = 0 ∀i ∈ P , Ci z ≤ 0 ∀i ∈ QP ,
where span  stands for the linear subspace generated by . We have the following result
from [4, Lemma 3.3].

Lemma 3 If P ⊂ Q ⊂ T then
(BQ,P )∗ = AQ,P .

Let us define a mapping F2 : Z ×  ⇒ Z by

F2 (z, b) = N (z; K1 (b))

and assume that 2 is the graph of F2 . For each (z̄, b̄, z̄∗ ) ∈ 2 , we get
 
z̄∗ ∈ F2 (z̄, b̄) = N z̄; K1 (b̄) .
The Mordukhovich Coderivative and the Local Metric Regularity...

By Lemma 2, we have

z̄∗ = λi CiT for some λi ≥ 0, i ∈ I = I (z̄, b̄).
i∈I (z̄,b̄)

Put
 

(z̄, b̄, z̄∗ ) = (λi )i∈I : z̄∗ = λi CiT , λi ≥ 0 for all i ∈ I ,
i∈I
⎧ ⎫
⎨  ⎬
Iˆ1 (z̄, b̄, z̄∗ ) = i ∈ I : z̄∗ = λj CjT for some λj ≥ 0, j ∈ I {i} ,
⎩ ⎭
j ∈I {i}

and

∗ I if z̄∗ = 0 and |I | = 1,
I1 (z̄, b̄, z̄ ) =
Iˆ1 (z̄, b̄, z̄ ) otherwise.
∗

Assume that (λi )i∈I ∈ (z̄, b̄, z̄∗ ), we put K = {i ∈ I : λi > 0}. From [16, Theorem 3.1],
[16, Lemma 4.3] and [16,
 Lemma 4.4], we obtain the following formula for computing the
Fréchet normal cone N̂ (z̄, b̄, z̄∗ ); 2 .

Lemma 4 Let (z̄, b̄, z̄∗ ) ∈ 2 , I = I (z̄, b̄). Then


   ∗
∗
N̂ (z̄, b̄, z̄ ); 2 = (z∗ , b∗ , v) : z∗ ∈ T (z̄; K1 (b̄)) ∩ {z̄∗ }⊥ ,


∗ ⊥ ∗
v ∈ T (z̄; K1 (b̄)) ∩ {z̄ } , z = − CiT bi∗ , bI∗¯ = 0, bI∗1 ≤0
i∈I

= (z∗ , b∗ , v) : (z∗ , v) ∈ AI,K × BI,K ,


∗
z =− CiT bi∗ , bI∗¯ = 0, bI∗1 ≤0 ,
i∈I

where I¯ = T \I, I1 = I1 (z̄, b̄, z̄∗ ).

For each (z, b, z∗ ) ∈ 2 , we put

 
I (z, b, z∗ ) = P ⊂ I (z, b) : P = ∅, z∗ ∈ pos{Ci : i ∈ P } ,
 
J (z, b, z∗ ) = P ∈ I (z, b, z∗ ) : Ci , i ∈ P , are linear independent ,

and

J (z, b, z∗ ) if z∗  = 0,
Î (z, b, z∗ ) = (14)
J (z, b, z∗ ) ∪ {∅} if z∗ = 0.
 L. Q. Thuy, N. T. Toan

Using similar arguments as in the proof of [16, Theorem 4.1], we obtain the following
formula for computing the Mordukhovich normal cone to 2 at (z̄, b̄, z̄∗ ).

Theorem 1 Assume that (z̄, b̄, z̄∗ ) ∈ 2 , I = I (x̄, b̄) and Î = Î (z̄, b̄, z̄∗ ). Then
⎧
  ⎨
N (z̄, b̄, z̄∗ ); 2 ⊂ (z∗ , b∗ , v) : (z∗ , v) ∈ AQ,P × BQ,P ,
⎩
P ⊂Q⊂I,P ∈Î
⎫
 ⎬
z∗ = − CiT bi∗ , bQ̄
∗ ∗
= 0, bQP ≤0 .
⎭
i∈Q

By the definition of normal coderivative, we have the following result.

Theorem 2 Suppose that (z̄, b̄, z̄∗ ) ∈ 2 and v ∗ ∈ Z. If

(z∗ , b∗ ) ∈ D ∗ F2 (z̄, b̄, z̄∗ )(v ∗ ),

then there exist index sets P ⊂ Q ⊂ I, P ∈ Î such that


(z∗ , −v ∗ ) ∈ AQ,P × BQ,P , z∗ = − CiT bi∗ , bQ̄
∗ ∗
= 0, and bQP ≤ 0.
i∈Q

3 The Mordukhovich Coderivative of the Solution Map

The following theorem is our first main result, which provides a formula for computing the
Mordukhovich coderivative of the solution map to the problem (1)–(4).

Theorem 3 Suppose that z̄ = (x̄, ū) is a solution of the problem (1)–(4) corresponding
to parameter (μ̄, w̄), z∗ ∈ Z and the assumptions (H1)–(H2) are satisfied. Then, for each
(μ∗ , w ∗ ) ∈ D ∗ S(μ̄, w̄, z̄)(z∗ ) there exist y ∗ ∈ Z and index sets P , Q with P ⊂ Q ⊂
I, P ∈ Î such that the following conditions are satisfied:
 T
∗ ∂ 2 f (z̄, μ̄)
μ = y∗, (15)
∂μ∂z
⎛  T ⎞
2
⎝−z∗ − ∂ f (z̄, μ̄) y ∗ , −y ∗ ⎠ ∈ AQ,P × BQ,P , (16)
∂z2
 T
∂ 2 f (z̄, μ̄) 
z∗ + y∗ = CiT b∗ (w ∗ )i , (17)
∂z2
i∈Q∩T0

and
b∗ (w ∗ )Q̄∩T  = 0; b∗ (w ∗ )(Q\P )∩T  ≤ 0, (18)
0 0
The Mordukhovich Coderivative and the Local Metric Regularity...

where I is defined by (13) and Î is defined by (14) for z̄∗ = − ∂f (z̄, μ̄)
∂z . Here,
 T
∂ 2 f (z̄, μ̄)
(x0∗ , x1∗ , . . . , xN
∗
, u∗0 , u∗1 , . . . , u∗N−1 )
∂μ∂z
⎡ ⎤
x0∗
⎡ ⎤⎢ x1∗
⎥
∂ 2 h̄0 ∂ 2 h̄0 ⎢ ⎥
0 ... 0 0 0 ... 0 ⎢ ⎥
..
⎢ ∂μ0 ∂x0 ∂μ0 ∂u0
⎥⎢ ⎥
.
⎢ 0 ∂ 2 h̄1
... 0 0 0 ∂ 2 h̄1
... 0 ⎥⎢ ∗ ⎥
⎢ ∂μ1 ∂x1 ∂μ1 ∂u1 ⎥⎢ x ⎥
⎢ .. .. .. .. .. .. .. .. .. ⎥ ⎢ N−1 ⎥
=⎢
⎢ . . . . . . . . .
⎥ ⎢ x∗ ⎥
⎥ ⎢ N∗ ⎥
⎢ ⎥⎢ u ⎥
⎢ 0 0 ...
∂ 2 h̄N −1
0 0 0 ... ∂ 2 h̄N −1 ⎥ ⎢ 0∗ ⎥
⎣ ∂μN −1 ∂xN −1 ∂μN −1 ∂uN −1 ⎦⎢ u ⎥
∂ 2 h̄N ⎢ 1 ⎥
0 0 ... 0 0 0 ... 0 ⎢ . ⎥
∂μN ∂xN ⎣ .. ⎦
u∗N−1

∂ 2 h̄0 ∗ ∂ 2 h̄0 ∗ ∂ 2 h̄1 ∗ ∂ 2 h̄1 ∗
= x0 + u0 , x1 + u ,...,
∂μ0 ∂x0 ∂μ0 ∂u0 ∂μ1 ∂x1 ∂μ1 ∂u1 1

∂ 2 h̄N−1 ∗ ∂ 2 h̄N−1 ∗ ∂ 2 h̄N ∗
x + u , x ,
∂μN−1 ∂xN−1 N−1 ∂μN−1 ∂uN−1 N−1 ∂μN ∂xN N
 T
∂ 2 f (z̄, μ̄)
(x0∗ , x1∗ , . . . , xN ∗
, u∗0 , u∗1 , . . . , u∗N−1 )
∂z2
⎡ 2 2 h̄
⎤
∂ h̄0
0 ... 0 0 ∂x∂ 0 ∂u 0
0 ... 0
⎢ ∂x02 0 ⎥
⎢ 2
∂ h̄1 2
∂ h̄1 ⎥⎡ ⎤
⎢ 0 ... 0 0 0 ∂x1 ∂u1 . . . 0 ⎥ x0∗
⎢ ∂x12 ⎥
⎢ . . . . . . . . . ⎥ ⎢ x∗ ⎥
⎢ . .. .. .. .. .. .. .... ⎥⎢ 1 ⎥
⎢ . ⎥⎢ . ⎥
⎢ ⎥ ⎢ .. ⎥
⎢ 0 2
∂ h̄N −1 2
0 . . . ∂xN∂ −1h̄N∂u−1N −1 ⎥⎢
⎢ 0 ... 0 0 ⎥ ⎢ x∗ ⎥
⎥ ⎢ N−1 ⎥
2
⎢ ∂xN −1
⎢ ∂ 2 h̄N ⎥⎢ ∗ ⎥
=⎢ 0 0 ... 0 0 0 ... 0 ⎥ ⎢ xN ⎥
⎢ 2 ∂xN 2
⎥⎢ ∗ ⎥
⎢ ∂ h̄0 ⎥ ⎢ u0 ⎥
⎢ ∂u0 ∂x0 0 ... 0 0 ∂ 2 h̄0
0 ... 0 ⎥⎢ ∗ ⎥
⎢ ∂u20 ⎥ ⎢ u1 ⎥
⎢ ⎥⎢ . ⎥
⎥⎣ . ⎥
2 2
⎢ 0 ∂ h̄1 ∂ h̄1
. ⎦
⎢ ∂u1 ∂x1 . . . 0 0 0 ... 0 ⎥
∂u21
⎢ . ⎥ ∗
⎢ . .
.. .
.. .
.. .
.. .
.. .
.. .
.. ⎥ uN−1
⎢ . ⎥
⎣ 2
∂ h̄ 2 ⎦
0 0 . . . ∂uN −1N∂x−1N −1 0 0 0 . . . ∂ h̄2N −1
∂uN −1

∂ 2 h̄0 ∗ ∂ 2 h̄0 ∗ ∂ 2 h̄1 ∗ ∂ 2 h̄1 ∗ ∂ 2 h̄N−1 ∗
= 2
x0 + u0 , 2
x1 + u1 , . . . , 2
xN−1
∂x0 ∂x0 ∂u0 ∂x1 ∂x1 ∂u1 ∂xN−1
∂ 2 h̄N−1 ∂ 2 h̄N ∗ ∂ 2 h̄0 ∗ ∂ 2 h̄0 ∗ ∂ 2 h̄1 ∗ ∂ 2 h̄1 ∗
+ u∗N−1 , x ,
2 N ∂u ∂x 0
x + u0 , x + u1 ,
∂xN−1 ∂uN−1 ∂xN 0 0 ∂u20 ∂u1 ∂x1 1 ∂u21

∂ 2 h̄N−1 ∗ ∂ 2 h̄N−1 ∗
..., x + uN−1 , (19)
∂uN−1 ∂xN−1 N−1 ∂u2N−1
 L. Q. Thuy, N. T. Toan

and
b∗ (w ∗ ) = [w0∗ , 0, w1∗ , 0, . . . , wN−1
∗
, 0, 0, 0, 0, 0, 0, 0, . . . , 0]T ,
T0 = {1, 2, . . . , m, 2m + 1, 2m + 2, . . . , 2m + m, . . . , 2(N − 1)m + 1,
2(N − 1)m + 2, . . . , 2(N − 1)m + m} .

To prove this theorem, we need the following lemmas.

Lemma 5 ([13, Corollary 4.4]) Let Z, Y be finite-dimensional spaces, the function φ1 :

Z → Y strictly differentiable at z̄ and φ2 : Z ⇒ Y a multifunction with closed graph. Then,
for any ȳ ∈ φ1 (z̄) + φ2 (z̄) and y ∗ ∈ Y , one has
D ∗ (φ1 + φ2 )(z̄, ȳ)(y ∗ ) = (∇φ1 (z̄))T y ∗ + D ∗ φ2 (z̄, ȳ − φ1 (z̄))(y ∗ ).

Lemma 6 ([11, Corollary 4.47]) Let φ1 : Z ×  → Y be a mapping between finite-

dimensional spaces that is strictly differentiable at a point (z̄, θ̄) satisfying the generalized
equation
0 ∈ φ1 (z, θ ) + φ2 (z, θ ), (20)
where the mapping φ2 : Z ×  ⇒ Y is locally closed-graph around (z̄, θ̄, ȳ) with
ȳ = −φ1 (z̄, θ̄).
Assume that S(θ) is the solution set of the problem (20) corresponding to parameter θ .
Then, for any z∗ ∈ Z, one has
 
D ∗ S(θ̄, z̄)(z∗ ) ⊂ θ ∗ ∈  : ∃y ∗ ∈ Y with −z∗ − z φ1 (z̄, θ̄)T y ∗ ,
 
θ ∗ − θ φ1 (z̄, θ̄)T y ∗ ∈ D ∗ φ2 (z̄, θ̄, ȳ)(y ∗ )
if the adjoint generalized equation
0 ∈ φ1 (z̄, θ̄)T y ∗ + D ∗ φ2 (z̄, θ̄, ȳ)(y ∗ )
has only the trivial solution.

Proof of Theorem 3 Recall that P = M ×  = R(N+1)s × R2(N+1)m+2Nn . Let us define

mappings
φ1 : Z × P → Z, 2 : Z × P ⇒ Z, and F : Z × P ⇒ Z
by
φ1 (z, μ, b) = φ(z, μ) = ∇z f (z, μ),
2 (z, μ, b) = F2 (z, b) = N (z; K1 (b)) ,
and
F (z, μ, b) = φ1 (z, μ, b) + 2 (z, μ, b).
Then, we have
S1 (μ, b) = {z ∈ Z : 0 ∈ F (z, μ, b)}.
We first claim that F , 2 , S1 and S have closed graphs. In fact, take any sequence
(zk , μk , bk , zk∗ ) ∈ gphF and assume that (zk , μk , bk , zk∗ ) → (z, μ, b, z∗ ) as k → ∞. We
have to show that (z, μ, b, z∗ ) ∈ gphF . Since
(zk , μk , bk , zk∗ ) ∈ gphF,
we have
zk∗ ∈ φ(zk , μk ) + N (zk ; K1 (bk )) .
The Mordukhovich Coderivative and the Local Metric Regularity...

Hence, we get

φ(zk , μk ) − zk∗ , z − zk  ≥ 0 ∀z ∈ K1 (bk ).
Fix any z ∈ K1 (b). By Lemma 1, K1 is Lipschitz continuous with the Lipschitz constant
l. Hence for each k, there exists zk ∈ K1 (bk ) such that
z − zk  ≤ lb − bk .
This implies that zk → z . Since

φ(zk , μk ) − zk∗ , zk − zk  ≥ 0
and letting k → ∞, we get

φ(z, μ) − z∗ , z − z ≥ 0.
As z ∈ K1 (b) is arbitrary, we obtain (z, μ, b, z∗ ) ∈ gphF. Hence, F has a closed graph.
Similarly, we can show that 2 , S1 and S have closed graphs.
By changing the order of components and using Lemma 5, we see that for all z∗ ∈ Z =
R (N+1)m+Nn , one has
D ∗ F (z̄, μ̄, b̄, 0Z )(z∗ )
 
= ∇φ1 (z̄, μ̄, b̄)T z∗ + D ∗ 2 z̄, μ̄, b̄, −φ1 (z̄, μ̄, b̄) (z∗ )
   
= ∇z φ(z̄, μ̄)T z∗ , ∇μ φ(z̄, μ̄)T z∗ , 0 + D ∗ 2 z̄, μ̄, b̄, −φ1 (z̄, μ̄, b̄) (z∗ )
%    &
= ∇z φ(z̄, μ̄)T z∗ , 0 + D ∗ F2 z̄, b̄, −φ(z̄, μ̄) (z∗ ) × {∇μ φ(z̄, μ̄)T z∗ }, (21)
where 0 and 0Z are zero elements in the spaces  and Z, respectively. We now show that
the implication
 
0 ∈ ∇φ1 (z̄, μ̄, b̄)T z∗ + D ∗ 2 z̄, μ̄, b̄, −φ1 (z̄, μ̄, b̄) (z∗ ) ⇒ z∗ = 0 (22)
is valid. Indeed, from (21) and condition
 
0 ∈ ∇φ1 (z̄, μ̄, b̄)T z∗ + D ∗ 2 z̄, μ̄, b̄, −φ1 (z̄, μ̄, b̄) (z∗ ),
we get
∇μ φ(z̄, μ̄)T z∗ = 0. (23)
The assumption (H2) and [11, Lemma 1.18] imply that the adjoint mapping
 T
∂ 2 f (z̄, μ̄)
∇μ φ(z̄, μ̄) =
T
:Z→M
∂μ∂z
is injective. Hence, we obtain from (23) that z∗ = 0. Consequently, (22) is justified. By
Lemma 6, we have
D ∗ S1 (μ̄, b̄, z̄)(z∗ ) (24)
 
⊂ (μ∗ , b∗ ) ∈ M ×  : ∃y ∗ ∈ Z with −z∗ − z 1 (z̄, μ̄, b̄)T y ∗ ,
   
μ∗ − μ 1 (z̄, μ̄, b̄)T y ∗ , b∗ ∈ D ∗ 2 z̄, μ̄, b̄, −1 (z̄, μ̄, b̄) (y ∗ ) ,

for any z∗ ∈ Z. Take any (μ∗ , w ∗ ) ∈ D ∗ S(μ̄, w̄, z̄)(z∗ ), we will prove that
 ∗ ∗ ∗ 
μ , b (w ) ∈ D ∗ S1 (μ̄, b̄, z̄)(z∗ ),
with
b∗ (w ∗ ) = [w0∗ , 0, w1∗ , 0, . . . , wN−1
∗
, 0, 0, 0, 0, 0, 0, 0, . . . , 0]T .
 L. Q. Thuy, N. T. Toan

Since (μ∗ , w ∗ ) ∈ D ∗ S(μ̄, w̄, z̄)(z∗ ), we have (μ∗ , w ∗ , −z∗ ) ∈ N ((μ̄, w̄, z̄); gphS). So,
gphS
there exist sequences (μk , wk , zk ) −−→ (μ̄, w̄, z̄), and
(μ∗k , wk∗ , −zk∗ ) ∈ N̂ ((μk , wk , zk ); gphS)
such that
(μ∗k , wk∗ , −zk∗ ) → (μ∗ , w ∗ , −z∗ ).
From (μ∗k , wk∗ , −zk∗ ) ∈ N̂ ((μk , wk , zk ); gphS), we get

μ∗k , μ − μk  +
wk∗ , w − wk  +
−zk∗ , z − zk 
lim sup ≤ 0. (25)
gphS μ − μk  + w − wk  + z − zk 
(μ,w,z)−−→(μk ,wk ,zk )

gphS1
Take any (μ, b, z) −−−→ (μk , b(wk ), zk ). Without loss of generality, we can assume that
b = [w0 , b0 , w1 , b1 , . . . , wN−1

, bN−1 , b2Nm+1 , b2Nm+2 , . . . , bp ]T ,
with p = 2(N + 1)m + 2N n and
w  = [w0 , w1 , . . . , wN−1

]T → wk = [w0k , w1k , . . . , w(N−1)k ]T .
Since
 (μ, b,z) ∈ gphS1 , (μ, b, z) → (μk , b(wk ), zk ) and the closedness of gphS1 , we get
μ, b(w ), z ∈ gphS1 . For
b∗ (w ∗ )k = [w0k
∗ ∗
, 0, w1k ∗
, 0, . . . , w(N−1)k , 0, 0, 0, 0, 0, 0, 0, . . . , 0]T ,
we have

μ∗k , μ − μk  +
b∗ (w ∗ )k , b − b(wk ) +
−zk∗ , z − zk 
μ − μk  + b − b(wk ) + z − zk 
' ∗

μk , μ − μk  +
wk∗ , w  − wk  +
−zk∗ , z − zk 
=
μ − μk  + w  − wk  + z − zk 
(
μ − μk  + w  − wk  + z − zk 
×
μ − μk  + b − b(wk ) + z − zk 

μ∗k , μ − μk  +
wk∗ , w  − wk  +
−zk∗ , z − zk 
≤ .
μ − μk  + w  − wk  + z − zk 
By (25), we get

μ∗k , μ − μk  +
b∗ (w ∗ )k , b − b(wk ) +
−zk∗ , z − zk 
lim sup
gphS1 μ − μk  + b − b(wk ) + z − zk 
(μ,b,z)−−−→(μk ,b(wk ),zk )

μ∗k , μ − μk  +
b∗ (w ∗ )k , b − b(wk ) +
−zk∗ , z − zk 
≤ lim sup
gphS1 μ − μk  + w  − wk  + z − zk 
(μ,b,z)−−−→(μk ,b(wk ),zk )

μ∗k ,μ −μk  +
b∗ (w ∗ )k , b(w  ) − b(wk ) +
−zk∗ , z − zk 
= lim sup
gphS1 μ − μk  + w  − wk  + z − zk 
(μ,b(w  ),z)−−−→(μk ,b(wk ),zk )

μ∗k , μ − μk  +
wk∗ , w  − wk  +
−zk∗ , z − zk 
= lim sup ≤ 0.
gphS μ − μk  + w  − wk  + z − zk 
(μ,w  ,z)−−→(μk ,wk ,zk )

So,
 
μ∗k , b∗ (w ∗ )k , −zk∗ ∈ N̂ ((μk , b(wk ), zk ); gphS1 ) .
The Mordukhovich Coderivative and the Local Metric Regularity...

gphS
Since (μk , wk , zk ) −−→ (μ̄, w̄, z̄) and (μ∗k , wk∗ , −zk∗ ) → (μ∗ , w ∗ , −z∗ ), we have
gphS1    
(μk , b(wk ), zk ) −−−→ (μ̄, b̄, z̄) and μ∗k , b∗ (w ∗ )k , −zk∗ → μ∗ , b∗ (w ∗ ), −z∗ .
Hence,    
μ∗ , b∗ (w ∗ ), −z∗ ∈ N (μ̄, b̄, z̄); gphS1 .
Thus, (μ∗ , b∗ (w ∗ )) ∈ D ∗ S1 (μ̄, b̄, z̄)(z∗ ). Note that
1 (z, μ, b) = (z, μ), 2 (z, μ, b) = F2 (z, b).
By (24) and Theorem 2, we have μ∗ = μ (z̄, μ̄)T y ∗ and there exist index sets P ⊂ Q ⊂
I, P ∈ Î such that
 
−z∗ − z (z̄, μ̄)T y ∗ , −y ∗ ∈ AQ,P × BQ,P ,

−z∗ − z (z̄, μ̄)T y ∗ = − CiT b∗ (w ∗ )i ,
i∈Q
∗ ∗ ∗ ∗
b (w )Q̄ = 0; and b (w )Q\P ≤ 0,

where I is defined by (13), Î is defined by (14) for z̄∗ = − ∂f (z̄,μ̄)

∂z . From the special
∗ ∗
structure of b (w ), the assertions (15)–(18) hold.

To illustrate the obtained results, we provide the following example.

Example 1 Let N = 1, m = n = 1 and s = 2. Consider the problem of finding u ∈ R and

x = (x0 , x1 ) ∈ R2 such that
⎧
⎪
⎪ f (x, u, μ) = (x0 + u)2 + (μ01 + μ02 )x0 + μ02 u + μ11 x12 → inf,
⎨
x1 = x0 + u + w,
⎪
⎪ x = 0,
⎩ 0
−1 ≤ u ≤ 1.
Suppose that w̄ = 1 and μ̄ = (μ̄0 , μ̄1 ), where
μ̄0 = (μ̄01 , μ̄02 ) = (0, 0), μ̄1 = (μ̄11 , μ̄12 ) = (0, 0).
Then, the following assertions hold:
(i) The pair z̄ = (x̄, ū), where x̄ = (0, 1) and ū = 0 is a solution of the problem
corresponding to (μ̄, w̄) and the assumptions (H1)-(H2) are valid;
(ii) The upper estimate of the Mordukhovich coderivative of the solution map
⎧
⎪
⎪ {((0, 0, 0, 0), w)} ∪ D if z∗ = (−w, w, −w) ∈ R− × R+ × R− ,
⎪
⎪
⎪
⎪ A if z∗ ∈ R+ × R− × R+ ,
⎪
⎪
⎨B if z∗ ∈ R− × R− × R+ ,
∗ ∗
D S(μ̄, w̄, z̄)(z ) ⊂ C if z∗ ∈ R+ × R+ × R− ,
⎪
⎪
⎪
⎪ D if z∗ ∈ R− × R+ × R− ,
⎪
⎪
⎪
⎪ E if z∗ ∈ R × {0} × R,
⎩
{((0, 0, 0, 0), 0)} otherwise,
(26)
where
 
A = R2− × R+ × {0} × R− , B = ({0} × R− × R+ × {0}) × {0},
 
C = ({0} × R+ × R− × {0}) × {0}, D = R2+ × R− × {0} × {0},
 L. Q. Thuy, N. T. Toan

and  
E = R3 × {0} × {0}.
Indeed, it is easy to see that z̄ = (x̄, ū) is a solution of the problem corresponding to
(μ̄, w̄) and the assumption (H1) is satisfied. From the definition of f , we have
⎡ ⎤
1 1 0 0
∂ 2 f (z̄, μ̄) ⎣
= 0 0 2 0⎦.
∂μ∂z 0 1 0 0
So,
∂ 2 f (z̄, μ̄)
(μ01 , μ02 , μ11 , μ12 ) = (μ01 + μ02 , 2μ11 , μ02 ),
∂μ∂z
∂ 2 f (z̄,μ̄)
which implies that the map ∂μ∂z is surjective. Hence, the assumption (H2) is also
satisfied. Define
⎡ ⎤ ⎡ ⎤
1 −1 1 −1
⎡ ⎤ ⎢ −1 ⎥ ⎢ 1 −1 1 ⎥
0 ⎢ ⎥ ⎢ ⎥
⎢ 0 ⎥ ⎢ 1 0 0 ⎥
z̄ = ⎣ 1 ⎦ , b̄ = ⎢ ⎥
⎢ 0 ⎥, and C = ⎢
⎢ −1
⎥.
⎢ ⎥ ⎢ 0 0 ⎥
⎥
0 ⎣ 1 ⎦ ⎣ 0 0 1 ⎦
1 0 0 −1
We have  
K1 (b̄) = z ∈ R3 : Ci z ≤ b̄i = {0} × [0, 2] × [−1, 1],
and
 
I = I (z̄, b̄) = i ∈ T : Ci z̄ = b̄i = {1, 2, 3, 4}.
Hence,  
 
F2 (z̄, b̄) = N z̄; K1 (b̄) = pos CiT : i ∈ I = R3 .

We get z̄∗ = − ∂f (z̄,∂z

μ̄)
= (0, 0, 0). So,
 
I (z̄, b̄, z̄∗ ) = P ⊂ I : P = ∅, z̄∗ ∈ pos{CiT : i ∈ P } = {P ⊂ I : P = ∅} ,
and
 
J (z̄, b̄, z̄∗ ) = P ∈ I (z̄, b̄, z̄∗ ) : CiT , i ∈ P , are linear independent
= {{1}; {2}; {3}; {4}; {1, 3}; {1, 4}; {2, 3}; {2, 4}} .
Since z̄∗ = (0, 0, 0), we have
Î = Î (z̄, b̄, z̄∗ ) = J (z̄, b̄, z̄∗ ) ∪ {∅}.
Take any (μ∗ , w ∗ ) ∈ D ∗ S(μ̄, w̄, z̄)(z∗ ). By Theorem 3, there exist y ∗ ∈ R3 and index sets
P , Q with P ⊂ Q ⊂ I, P ∈ Î such that the conditions (15)–(18) are satisfied. We see that
P and Q satisfy the conditions P ⊂ Q ⊂ I, P ∈ Î if and only if one of the following cases
occurs:

Case 1 Q = {1, 2, 3, 4} and

(a) P = ∅, we have
AQ,P = pos{Ci : i ∈ Q} = R3 .
The Mordukhovich Coderivative and the Local Metric Regularity...

So, BQ,P = {0R3 }. From the condition (16) of Theorem 3, we get y ∗ = (0, 0, 0). Substi-
tuting y ∗ = (0, 0, 0) into (15), we obtain μ∗ = (0, 0, 0, 0). By (18), we have w∗ ≤ 0.
Hence,
(μ∗ , w ∗ ) ∈ {0R4 } × R− .
∗ ∗
Since y = (0, 0, 0), w ≤ 0 and the condition (17), we obtain
z∗ = (−w ∗ , w ∗ , −w ∗ ) ∈ R+ × R− × R+ .
For P = {2} or P = {3} or P = {4} or P = {2, 3} or P = {2, 4}, using similar arguments
as in Case 1 (a), we can show that
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R− if z∗ = (−a, a, −a) ∈ R+ × R− × R+ .
(b) P = {1}, we have
AQ,P = span{C1 } + pos{Ci : i = 2, 3, 4} = R3 .
So, BQ,P = {0R3 }. From the condition (16), we have y ∗ = (0, 0, 0). Substituting y ∗ =
(0, 0, 0) into (15), we obtain μ∗ = (0, 0, 0, 0). By (18), we get w∗ ∈ R. Hence,
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .
For P = {1, 3} or P = {1, 4}, using similar arguments as in Case 1 (a), we can show that
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .

Case 2 Q = {1, 2, 3} and

(a) P = ∅ or P = {2} or P = {3} or P = {2, 3}, we obtain
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R− if z∗ = (−a, a, −a) ∈ R+ × R− × R+ .
(b) P = {1} or P = {1, 3}, we have
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .

Case 3 Q = {1, 2, 4} and

(a) P = ∅ or P = {2} or P = {4} or P = {2, 4}, we get
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R− if z∗ = (−a, a, −a) ∈ R+ × R− × R+ .
(b) P = {1} or P = {1, 4}, we have
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .

Case 4 Q = {1, 3, 4} and

(a) P = {1} or P = {1, 3} or P = {1, 4}, we obtain
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .
(b) P = ∅,
AQ,P = pos{Ci : i ∈ Q} = R × R+ × R− .
So, BQ,P = {0} × R− × R+ . From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ {0} × R+ × R− .
Since y ∗ ∈ {0} × R+ × R− and (15), we get μ∗ ∈ {0} × R− × R+ × {0}. By (18), we have
 2 T
w ∗ ≤ 0. From w∗ ≤ 0, ∂ f∂z(z̄,2 μ̄) (y1∗ , y2∗ , y3∗ ) = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) and (17), we
obtain z∗ ∈ R+ × R− × R+ . Hence,
(μ∗ , w ∗ ) ∈ ({0} × R− × R+ × {0}) × R− if z∗ ∈ R+ × R− × R+ .
 L. Q. Thuy, N. T. Toan

For P = {3} or P = {4}, using similar arguments as in Case 4 (b), we can show that
(μ∗ , w ∗ ) ∈ ({0} × R− × R+ × {0}) × R− if z∗ ∈ R+ × R− × R+ .

Case 5 Q = {2, 3, 4} and

(a) P = {2} or P = {2, 3} or P = {2, 4}, we obtain
(μ∗ , w ∗ ) ∈ {0R4 } × {0} if z∗ ∈ R3 .
(b) P = ∅ or P = {3} or {4},
AQ,P = span{Ci : i ∈ P } + pos{Ci : i ∈ Q\P } = R × R− × R+ .
So, BQ,P = {0} × R+ × R− . From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ {0} × R− × R+ .
Since y ∗ ∈ {0} × R− × R+ and (15), we get
 T
∗ ∂ 2 f (z̄, μ̄)
μ = y ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ {0} × R+ × R− × {0}.
∂μ∂z
 T
∂ 2 f (z̄,μ̄)
By (16) and ∂z2
y ∗ = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) ∈ R+ × {0} × R+ , we have
 T
∂ 2 f (z̄, μ̄)
−z∗ ∈ y ∗ + AQ,P = R × R− × R+ .
∂z2

From (18), we have w ∗ = 0. Hence,

(μ∗ , w ∗ ) ∈ ({0} × R+ × R− × {0}) × {0} if z∗ ∈ R × R+ × R− .

Case 6 Q = {1, 2} and

(a) P = ∅ or P = {2}, we obtain
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R− if z∗ = (−a, a, −a) ∈ R+ × R− × R+ .
(b) P = {1}, we get
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .

Case 7 Q = {1, 3} and

(a) P = {1} or P = {1, 3}, we have
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .
(b) P = ∅ or P = {3},
AQ,P = span{Ci : i ∈ P } + pos{Ci : i ∈ Q\P } = R × R+ × R− .
So, BQ,P = {0} × R− × R+ . From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ {0} × R+ × R− .
Since y ∗ ∈ {0} × R− × R+ and (15), we get
μ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ {0} × R− × R+ × {0}.
The Mordukhovich Coderivative and the Local Metric Regularity...

Since (18), we have w ∗ ≤ 0. By (16) and

 T
∂ 2 f (z̄, μ̄)
y ∗ = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) ∈ R− × {0} × R− ,
∂z2
we have  T
∗ ∂ 2 f (z̄, μ̄)
−z ∈ y ∗ + AQ,P = R × R+ × R− .
∂z2
Hence,
(μ∗ , w ∗ ) ∈ ({0} × R− × R+ × {0}) × {0} if z∗ ∈ R × R− × R+ .

Case 8 Q = {1, 4} and

(a) P = {1} or P = {1, 4}, we have
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .
(b) P = {4}, we get
(μ∗ , w ∗ ) ∈ ({0} × R− × R+ × {0}) × R− if z∗ ∈ R+ × R− × R+ .
(c) P = ∅,
AQ,P = pos{Ci : i ∈ Q} = R− × R+ × R− .
So, BQ,P = R+ × R− × R+ . From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ R− × R+ × R− .
Since y ∗ ∈ R− × R+ × R− and (15), we get
μ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ R2− × R+ × {0}.
By (18), we have w∗ ≤ 0. From w∗ ≤ 0,
 T
∂ 2 f (z̄, μ̄)
(y1∗ , y2∗ , y3∗ ) = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ )
∂z2
and (17), we obtain z∗ ∈ R+ × R− × R+ . Hence,
 
(μ∗ , w ∗ ) ∈ R2− × R+ × {0} × R− if z∗ ∈ R+ × R− × R+ .

Case 9 Q = {2, 3} and

(a) P = {2} or P = {2, 3}, we have
(μ∗ , w ∗ ) ∈ {0R4 } × {0} if z∗ ∈ R3 .
(b) P = {3},
AQ,P = span{Ci : i ∈ P } + pos{Ci : i ∈ Q\P } = R × R− × R+ .
So, BQ,P = {0} × R+ × R− . Using similar arguments as in Case 5 (b), we obtain
(μ∗ , w ∗ ) ∈ ({0} × R+ × R− × {0}) × {0} if z∗ ∈ R × R+ × R− .
(c) P = ∅,
AQ,P = pos{Ci : i ∈ Q} = R+ × R− × R+ .
So, BQ,P = R− × R+ × R− . From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ R+ × R− × R+ .
 L. Q. Thuy, N. T. Toan

Since y ∗ ∈ R+ × R− × R+ and (15), we get

μ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ R2+ × R− × {0}.
By (18), we have w∗ = 0. From (16) and
 T
∂ 2 f (z̄, μ̄)
(y1∗ , y2∗ , y3∗ ) = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) ∈ R+ × {0} × R+ ,
∂z2
 2 T
we obtain −z∗ ∈ ∂ f∂z(z̄,2 μ̄) y ∗ + AQ,P = R+ × R− × R+ . Hence,
 
(μ∗ , w ∗ ) ∈ R2+ × R− × {0} × {0} if z∗ ∈ R− × R+ × R− .

Case 10 Q = {2, 4} and

(a) P = {2} or P = {2, 4}, we have
(μ∗ , w ∗ ) ∈ {0R4 } × {0} if z∗ ∈ R3 .
(b) P = {4} or P = ∅,
(μ∗ , w ∗ ) ∈ ({0} × R+ × R− × {0}) × {0} if z∗ ∈ R × R+ × R− .

Case 11 Q = {3, 4}, and P = ∅ or P = {3} or P = {4},

AQ,P = span{Ci : i ∈ P } + pos{Ci : i ∈ Q\P } = R × {0} × {0}.
So, BQ,P = {0} × R × R. From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ {0} × R × R.
Since y ∗ ∈ {0} × R × R and (15), we get
μ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ {0} × R × R × {0}.
By (18), we have w ∗ = 0. From (16) and
 T
∂ 2 f (z̄, μ̄)
(y1∗ , y2∗ , y3∗ ) = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) ∈ R × {0} × R,
∂z2
 2 T
we obtain −z∗ ∈ ∂ f∂z(z̄,2 μ̄) y ∗ + AQ,P = R × {0} × R. Hence,
 
(μ∗ , w ∗ ) ∈ {0} × R2 × {0} × {0} if z∗ ∈ R × {0} × R.

Case 12 Q = {1} and

(a) P = {1}, we get
(μ∗ , w ∗ ) = ((0, 0, 0, 0), a) ∈ {0R4 } × R if z∗ = (−a, a, −a) ∈ R3 .
(b) P = ∅,
 
(μ∗ , w ∗ ) ∈ R2− × R+ × {0} × R− if z∗ ∈ R+ × R− × R+ .

Case 13 Q = {2} and

(a) P = {2}, we have
(μ∗ , w ∗ ) ∈ {0R4 } × {0} if z∗ ∈ R3 .
The Mordukhovich Coderivative and the Local Metric Regularity...

(b) P = ∅,
 
(μ∗ , w ∗ ) ∈ R2+ × R− × {0} × {0} if z∗ ∈ R− × R+ × R− .

Case 14 Q = {3} and

(a) P = {3}, we get
 
(μ∗ , w ∗ ) ∈ {0} × R2 × {0} × {0} if z∗ ∈ R × {0} × R.

(b) P = ∅,
AQ,P = pos{Ci : i ∈ Q} = R+ × {0} × {0}.
So, BQ,P = R− × R × R. From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ R+ × R × R.
Since y ∗ ∈ R+ × R × R and (15), we get
μ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ R+ × R × R × {0}.
By (18), we have w ∗ = 0. From (16) and
 T
∂ 2 f (z̄, μ̄)
(y1∗ , y2∗ , y3∗ ) = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) ∈ R × {0} × R,
∂z2
 T
∂ 2 f (z̄,μ̄)
we obtain −z∗ ∈ ∂z2
y ∗ + AQ,P = R × {0} × R. Hence,
 
(μ∗ , w ∗ ) ∈ R+ × R2 × {0} × {0} if z∗ ∈ R × {0} × R.

Case 15 Q = {4} and

(a) P = {4}, we have
 
(μ∗ , w ∗ ) ∈ {0} × R2 × {0} × {0} if z∗ ∈ R × {0} × R.

(b) P = ∅,
AQ,P = pos{Ci : i ∈ Q} = R− × {0} × {0}.
So, BQ,P = R+ × R × R. From the condition (16), we have
y ∗ = (y1∗ , y2∗ , y3∗ ) ∈ R− × R × R.
Since y ∗ ∈ R− × R × R and (15), we get
μ∗ = (y1∗ , y1∗ + y3∗ , 2y2∗ , 0) ∈ R− × R × R × {0}.
By (18), we have w ∗ = 0. From (16) and
 T
∂ 2 f (z̄, μ̄)
(y1∗ , y2∗ , y3∗ ) = (2y1∗ + 2y3∗ , 0, 2y1∗ + 2y3∗ ) ∈ R × {0} × R,
∂z2
 T
∂ 2 f (z̄,μ̄)
we obtain −z∗ ∈ ∂z2
y ∗ + AQ,P = R × {0} × R. Hence,
 
(μ∗ , w ∗ ) ∈ R− × R2 × {0} × {0} if z∗ ∈ R × {0} × R.

From the above results and Theorem 3, we obtain (26).

 L. Q. Thuy, N. T. Toan

4 The Local Metric Regularity in Robinson’s Sense of the Solution Map

In the previous section, we have obtained a result on the Mordukhovich coderivative of the
solution map to the problem (1)–(4). In this section, we continue to study properties of the
solution map. Namely, we want to investigate the local metric regularity in Robinson’s sense
of the solution map to the problem (1)–(4). The following theorem is our second main result.

Theorem 4 Suppose that z̄ = (x̄, ū) is a solution of the problem (1)–(4) corresponding to
parameter (μ̄, w̄) and the assumptions (H1), (H2) are satisfied. If for any
(z∗ , b∗ ) ∈ R(N+1)m+Nn × R2(N+1)m+2Nn , one has (z∗ , b∗ ) = (0, 0)
whenever
⎛ T ⎞
2
⎝ ∂ f (z̄, μ̄) z∗ , z∗ ⎠ ∈ AQ,P × BQ,P , (27)
∂z2
 T
∂ 2 f (z̄, μ̄) 
z∗ = − CiT bi∗ , (28)
∂z2
i∈Q
∗ ∗
bQ̄ = 0 and bQP ≤ 0, (29)

for index sets P ⊂ Q ⊂ I, P ∈ Î , then the solution map

M × D  (μ, w) → S(μ, w)
is locally-metrically regular in Robinson’s sense around (μ̄, w̄, z̄, 0Z ), where I is defined
∂ 2 f (z̄,μ̄)
by (13), Î is defined by (14) for z̄∗ = − ∂f (z̄,μ̄)
∂z , and ∂z2
is defined by (19).

To prove this theorem, we need the following lemma from [24].

Lemma 7 (Local metric regularity of implicit multifunctions) Let X, Y, Z be finite-

dimensional spaces, F : X × Y ⇒ Z a multifunction, (x0 ; y0 ) ∈ X × Y a pair such that
0 ∈ F (x0 , y0 ). Let G be the implicit multifunction defined by
G(y) = {x ∈ X : 0 ∈ F (x, y)} .
If gphF is locally closed around w0 = (x0 , y0 , 0Z ), and the following conditions are
fulfilled
kerD ∗ F (ω0 ) = {0}, (30)
∗ ∗ ∗ ∗
{y ∈ Y : (0, y ) ∈ D F (ω0 )(z )} = {0}, (31)
z∗ ∈Z

then G is locally-metrically regular in Robinson’s sense around w0 = (x0 , y0 , 0Z ), that is,

there exist constants γ > 0, λ > 0, and neighborhoods
U ∈ N (x0 ), V ∈ N (y0 )
satisfying the property

dist (x; G(y)) ≤ γ dist (0; F (x, y))
whenever x ∈ U, y ∈ V , dist (0; F (x, y)) < λ.
The Mordukhovich Coderivative and the Local Metric Regularity...

Proof of Theorem 4 From the proof of Theorem 3, we obtain that the functions F and 2
have closed graphs and
D ∗ F (z̄, μ̄, b̄, 0Z )(z∗ )
%    &
= ∇z φ(z̄, μ̄)T z∗ , 0 + D ∗ F2 z̄, b̄, −φ(z̄, μ̄) (z∗ ) × {∇μ φ(z̄, μ̄)T z∗ } (32)

for all z∗ ∈ Z = R (N+1)m+Nn . Also from the proof of Theorem 3, it follows that the
condition (30) is satisfied. We now show that the condition
{(μ∗ , b∗ ) ∈ P : (0, μ∗ , b∗ ) ∈ D ∗ F (ȳ)(z∗ )} = {0} with ȳ = (z̄, μ̄, b̄, 0Z ) (33)
z∗ ∈Z

is valid. Indeed, assume that (μ∗ , b∗ ) ∈ P satisfying (0, μ∗ , b∗ ) ∈ D ∗ F (ȳ)(z∗ ) for some
z∗ ∈ Z. By (32), we have
μ∗ = ∇μ φ(z̄, μ̄)T z∗ , (34)
and    
(0, b∗ ) ∈ ∇z φ(z̄, μ̄)T z∗ , 0 + D ∗ F2 z̄, b̄, −φ(z̄, μ̄) (z∗ ).
The latter is equivalent to
   
−∇z φ(z̄, μ̄)T z∗ , b∗ ∈ D ∗ F2 z̄, b̄, −φ(z̄, μ̄) (z∗ ).

By Theorem 2, there exist index sets P ⊂ Q ⊂ I, P ∈ Î such that

⎧ T ∗ ∗

⎨ −∇z φ(z̄, μ̄) z , −z *∈ AQ,P × BQ,P ,
−∇z φ(z̄, μ̄)T z∗ = − i∈Q CiT bi∗ ,
⎩ b∗ = 0, and b∗ ≤ 0,
Q̄ QP

where I is defined by (13), Î is defined by (14) for z̄∗ = − ∂f (z̄,μ̄)

∂z . This is equivalent to
⎧
 2 T 
⎪
⎪ ∂ f (z̄,μ̄)
(−z ∗ ), −z∗ ∈ A
Q,P × BQ,P ,
⎪
⎨ ∂z 2
 2 T *
⎪
⎪
∂ f (z̄,μ̄)
(−z∗ ) = − i∈Q CiT bi∗ ,
⎪
⎩ ∗
∂z2
∗
bQ̄ = 0, and bQP ≤ 0.

By the assumptions of theorem, it follows that (−z∗ , b∗ ) = (0, 0). Substituting z∗ = 0

into (34), we have μ∗ = 0. So, the condition (33) is valid. Hence, Lemma 7 is applicable.
Thus, the map M ×   (μ, b) → S1 (μ, b) is locally-metrically regular in Robinson’s
sense around the point (μ̄, w̄, b̄, 0Z ), that is, there exist constants γ > 0, λ > 0, and
neighborhoods Z0 of z̄, M0 of μ̄, 0 of b̄ satisfying the property

dist (z; S1 (μ, b)) ≤ γ dist (0; (z, μ) + N (z; K1 (b)))
(35)
whenever z ∈ Z0 , μ ∈ M0 , b ∈ 0 , dist (0; (z, μ) + N (z; K1 (b))) < λ.
Since 0 is a neighborhood of
b̄ = b(w̄) = [w̄0 , −w̄0 , w̄1 , −w̄1 , . . . , w̄N−1 , −w̄N−1 , c, −c,
β0 , −α0 , β1 , −α1 , . . . , −αN−1 ]T ,
without loss of generality, we can choose
0 = 00 × (−00 )×10 × (−10 ) × . . . × N−1
0 × (−N−1
0 )
2(N−1)+1 2(N−1)+2
×0 × 0 × . . . × 4N
0 ,
 L. Q. Thuy, N. T. Toan

with
i0 are neighborhoods of w̄i (i = 0, 1, . . . , N − 1),
2(N−1)+1 2(N−1)+2
0 is a neighborhood of c, 0 is a neighborhood of − c,
2(N−1)+3 2(N−1)+4
0 is a neighborhood of β0 , 0 is a neighborhood of − α0 ,
2(N−1)+5 2(N−1)+6
0 is a neighborhood of β1 , 0 is a neighborhood of − α1 ,
..
.
4N−1
0 0 is a neighborhood of − αN−1 .
is a neighborhood of βN−1 , 4N
Put
W0 = 00 ×10 × · · · × N−1
0 .
We now take any z ∈ Z0 , μ ∈ M0 , w ∈ W0 such that
dist (0; (z, μ) + N (z; K(w))) < λ.
Then b(w) ∈ 0 and
dist (0; (z, μ) + N (z; K1 (b(w)))) = dist (0; (z, μ) + N (z; K(w))) < λ.
By (35), we have
dist (z; S1 (μ, b(w))) ≤ γ dist (0; (z, μ) + N (z; K1 (b(w)))) .
This is equivalent to
dist (z; S (μ, w)) ≤ γ dist (0; (z, μ) + N (z; K(w))) .
Thus, we have proven that there exist constants γ > 0, λ > 0, and neighborhoods Z0 of z̄,
M0 of μ̄, W0 of w̄ such that

dist (z; S (μ, w)) ≤ γ dist (0; (z, μ) + N (z; K(w)))
whenever z ∈ Z0 , μ ∈ M0 , w ∈ W0 , dist (0; (z, μ) + N (z; K(w))) < λ.
Hence, the map M × W  (μ, w) → S(μ, w) is locally-metrically regular in Robinson’s
sense around the point (μ̄, w̄, z̄, 0Z ). The proof of theorem is complete.

Acknowledgements This research is funded by Vietnam National Foundation for Science and Technology
Development (NAFOSTED) under grant number 101.01-2015.04 and by the Vietnam Institute for Advanced
Study in Mathematics (VIASM).

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