Contingent Derivatives of Implicit (Multi-) Functions and Stationary Points.

For an implicit multifunction Φ (p) defined by the generally nonsmooth equation F(x, p) = 0, contingent derivative formulas are derived, being similar to the formula Φ′ = -F_x^-1 F_p in the standard implicit function theorem for smooth F and Φ. This will be applied to the projection X(p) = {x ¦ 3y: (x, y) ∈ Φ(p)} of the solution set Φ(p) of the system F(x, y, p) = 0 onto the x-space. In particular settings, X(p) may be interpreted as stationary solution sets. We discuss in detail the situation in which X(p) arises from the Karush-Kuhn-Tucker system of a nonlinear program. [ABSTRACT FROM AUTHOR]