Set-Valued Analysis 3: 87-100, 1995.

87
@ 1995 Kluwer Academic Publishers. Printed in the Netherlands.

Metric Regularity and Subdifferential Calculus in

Banach Spaces

A. JOURANI
Universitd de Bourgogne, Laboratoire 'Analyse Appliquge et Optimisation', B.P 138-21004 Dijon
Cedex, France
and
L. THIBAULT
Universitg Montpellier II, Laboratoire d'AnaIyse Convexe, Case Courrier 051, 34095 Montpellier
Cedex 5, France

(Received: 1 December 1994)

Abstract. In this paper we give verifiableconditions in terms of limiting Fr6chet subdifferentials

ensuring the metric regularityof a multivaluedfunctionF(x) = -g(x) + D. We apply our results
to the study of the limiting Fr6chet subdifferentialof a composite function defined on a Banach
space.
Mathematics Subject Classifications (1991). 49B27, 90C30, 49D49.
Key words: limitingFr6chet subdifferential,metric regularity.

0. I n t r o d u c t i o n

In 1976, Mordukhovich [17] introduced the concept of approximate subdiffer-

ential in finite dimensional spaces. Mordukhovich [17, 18] and Ioffe [6] have
proved, in finite dimension, a number of roles for subdifferential calculus that
generalize the ones previously known for convex functions, namely the well-
known formula

OF(f1 + f2)(xo) C OFfl(XO ) + OFf2(Xo ).

Such rules are used especially in analysing the condition 0 E O F f ( x o ) which

typically means that x0 is some sort of 'quasi-optimal' point for f . Some sub-
sequent attempts to extend the definition of this concept and its calculus rules
to more general situations were successful for Banach spaces with an equivalent
Fr6chet differentiable norm by Kruger and Mordukhovich [16] and Kruger [15].
In an arbitrary locally convex space, a new definition was offered by Ioffe in [7,
8] where many nice analytic properties and calculus rules of approximate subd-
ifferentials were given.
In our paper [13], we have used the notion of metric graphical regularity,
introduced in [12], to prove, in finite dimensional spaces, subdifferential corn-
88 A. JOURANI AND L. THIBAULT

position formulas under more general conditions than those given by Ioffe [6],
Mordukhovich [17] and Kruger and Mordukhovich [i6].
In this paper, we use the notion of metric regularity, instead of that of metric
graphical regularity, to extend these formulas to infinite dimensional spaces for
the so-called limiting Frrchet subdifferential. Our results generalize those of
Kruger [15] and Ioffe [9] (in the case of reflexive spaces).
To do this we establish in the second section some metric regularity results,
for nmltivalued functions of the form F(x) = - g ( x ) + D, in terms of limiting
Frrchet subdifferenfials. Our method also allows us to extend some results of
Borwein [2].

1. Preliminaries
We denote by X, Y two Banach spaces, by X*, Y* their topological duals and
by (-, .) the pairing between the spaces. We denote by B x and By. the closed
unit balls of X and Y, respectively, and by d(., S) the usual distance function to
the subset S c X

d(x,S) = inf IIx - uII.

uES

We write x f , xo and x ~ xo to express x ~ xo with f ( x ) --+ f(xo) and

x ~ xo with x E S, respectively. We denote by G r F the graph of a multivalued
function F: X - ~ Y, that is,

G ~ F = {(x,V) e X × Y: U e F ( ~ ) ) .

Let f : X ~ ~ := I~ U { - c o , +oo} be an extended-real-valued function with

tf(x)I < +oo and let c > 0. The set

@f(x) = {x* E X*: liminfh_~o

S(x + h)-tlhllS(Z)-(x*,h) >i _~}
is called the Frrchet e-subdifferential of f at x.

DEFINITION 1.1. Let f be a lower semicontinuous function at x0 with tf(z0)l <

+co. The set

O F f ( x o ) = {x* E X*: x* = w* - n~oolimx n*, x n* E @'~/(xn), x~

f~ xo and en ,[ O}
n---~+oc

is called the limiting Fr6chet subdifferential of f at x0 (w* denotes the weak-star

topology).
METRIC REGULARITY AND SUBDIFFERENTIAL CALCULUS 89

Remarks. (1) It has been shown in [6] that, when X is a finite dimensional
space the limiting Frrchet subdifferential is nothing but the approximate subdif-
ferential.
(2) One always has (see [15]), OFf(xo ) C Ocf(xo), where Ocf(xo) denotes
the Clarke's subdifferential [3].
(3) Kruger [15] has given the following geometric characterization

OFf(XO ) = {x* C X*: ( x * , - 1 ) C OF~(epif;xo, f(xo)) }

where ~ ( S , .) denotes the indicator function of S and epi f denotes the epigraph
of f.
Let g: X --+ Y be a mapping. The Frrchet coderivative D*Fg(xo ) of g at x0 is
the multivalued function from Y* into X* defined by

D*Fg(xo)(y* ) = {x* e X*: (x*,-y*) e ]~+Ogd(xo,g(xo);Grg)}.

Throughout the paper, to avoid technicalities, we assume that X and Y are
reflexive Banach spaces. Note that for the most of the results it would be enough
to assume that X (respectively, Y) has an equivalent norm which is Frrchet
differentiable at all non-zero points.
In this case it is known, whenever f is Lipschitz around x0, the multivalued
function x --+ OFf(x ) is w* - sequentially upper semicontinuous at x0 in the
following sense

OFf(xo ) = limsupOFf(x),
f
X------>XO

where lim sup denotes the w* - sequential limit superior.

Ioffe [9] has also shown that the nucleus OGf(xo) (that the introduced in [8]
for any Banach space) coincides with OFf(xo) for any lower sernicontinuous
function.
In the sequel we will use the following result.

THEOREM 1.2 ([8] and [15]). Let f,g: X ~ R be two functions which are
Lipschitz around zo. Then

OF(f q- g)(xo) C OFf(xo ) + OFg(xo ).

Using this theorem we can give an easy proof of the following result about
limiting Frrchet-subdifferential calculus for composite functions in the Lipschitz
case. This particular result could be seen as a consequence of Theorem 7.5 in
Ioffe [8]. For the sake of completeness we will give a simple proof.

THEOREM 1.3. Let 9: X ~ Y be Lipschitz around zo and let f: Y -+ 1~ be

Lipschitz around g(xo). If K f and K 9 are Lipschitz constants o f f and g around
90 A. JOURANI AND L. THIBAULT

xo and 9(xo), respectively, then for b = / ( f ( 1 + Kg) one has

OF(f o g)(xo)
C U {x* e X*: ( x * , - y * ) e bOFd(xo,g(xo);Grg)}.
y*~OFf(g(xo))

Proof. Let rl > 0 with If(Yl) - f(Y2)I < KfiiYl - y21I for all yl,y2 e
g(xo) + r l B r . Choose r2 > 0 such that IIg(xl) - g(x2)ll < ggllxl - x211 for
all xl,x2 C xo + r2Bx and g(x) E g(xo) + r l B y for all x E xo + r2Bx.
If we put a = ½ min(rl,r2), then for all (x,y) E (xo, g(xo)) + a B x x Y and
(u, v) E [(xo,g(xo)) + 2aBXxY] N Grg we have

( f o g)(x) <. f(y) + Ks(llg(x ) - g(u)ll + Ilg(u) - yJl)

< I(Y) + Kf(Kgllx - ~11 + - yll)
< f(y) + b(llx -ull + ttv- YlI).
Since this holds for every (u,v) E [(xo,g(xo)) + 2aBx×g] M Grg, it is easily
seen that

( f og)(x) <~f(y) +bd(x,y, Grg)

for all (x, y) c (xo, g(xo) ) + a B x x Y . If we put s(x, y) = f (y) + bd(x, y; Grg),
we note that for all x E xo + a B x and y c g(xo) + a B y

(fog)(x)<~s(x,y), and fog(x)=s(x,g(x)).

So by Definition 1.1 and by Theorem 1.2,

oF(f o g)(xo) × {o} c oFs(xo,g(xo))

C {0} × OFf(g(xo)) + bOFd(xo,g(xo);Grg ),

and the theorem is proved. []

Recall (Rockafellar [19]) that a subset S of X is epi-Lipschitz at xo C S if there

exist h E X and 7 > 0 such that

S fq (xo + 7 B x ) + [0, 7](h + ")'Bx) C S.

PROPOSITION 1.4. Let Z be a normed vector space. If a subset S c Z is epi-

Lipschitz at zo E S, then there are a vector v C Z \ {0} and a neighbourhood
V of zo such that

llz* H < (z*, v)

for all z E V and all z* E Ocd(z, S), where Ocd(z, S) denotes the Clarke's
subdifferential of the function d(., S) at the point z.
METRIC REGULARITY AND SUBDIFFERENTIAL CALCULUS 91

Proof Consider a real number r E]0, 1] and a vector h E Z, satisfying

(z0 + 3 7 B z ) M S + ] 0 , T ] ( h + 3JBz) C S. (1)
We may assume that h ¢ 0. Choose an open neighbourhood V of zo in Z with
V C zo + "TBz and d(z',S) < 3/ for all z f E V. For each z t E V and each
E]0,'y] we may select (following an idea of Hiriart-Urruty [4]) some zd E S
such that
Ilz~ - z'll < d(z', S) + t 2. (2)
By the choice of V we have for each z' E V and each t El0, 3']
I t z ; - z011 < I 1 ~ - z'll + l t z ' - z0tl < d(z', S) + t 2 + v < 3v
and hence zPt E zo+3"/Bz. Then for each z' E V, each t E]0, 7] and each b E B z
it follows from (1) that z~ + t(h + "/b) E S and hence taking also relation (2)
into account we get
t - l [ d ( z ' + t(h + 7b), S)] - d ( z ' , S ) ]
<~t-l[d(z; + t(h +',/b),S) + IIz~ - z ' l l - d(z', S)] < t.
Therefore for each z E V and b E B z we have dO(., S)(z; h + 7b) .<, 0, where
dO(., S)(z; -) is the Clarke's directional derivative of the function d(., S) at z,
and hence for each z* E Ocd(z, S) we obtain {z*, h+',/b) ~ 0 which implies that
llz*ll ~ < - 7 - I @ * , h } • []

PROPOSITION 1.5. Let S be a nonempty closed subset of a normed space Z.

Then for any z ~ S and any z* E 5~d(z, S) with e E]O, 1[ one has
1-E ~< IIz*ll ~< a + c .

Proof By definition, for each d E]e, 1], one has for some 7 > 0 and for all
y E z+TBz
(z*, Y - z> < ~'llY - all + d(y, S) - d(z, S) (3)
which ensures that (z*, y - z} < (1 + d)Hy - zl] (since d(., S) is Lipschitz) and
hence

tlz*II < 1 + ¢'.

Now fix t E]O, 1[ and choose at E S satisfying
llzt - zll <~ (1 + t2)d(z, S). (4)
Select Yt E]zt, z[:= {(1 - r)zt + rz: r e]0, l[} satisfying Ilz - Yt[I = tllzt - zli-
For t sufficiently small we have Yt E z + "/Bz. Taking y = Yt in (3) we get
(since d(yt, S) < Ilzt - Ytll) by (4)
<z*y~ - z> <_. gtlz - y~ll + IIz~ - y~ll - (1 + t2)-I llz, - all
92 A. JOURANI AND L, THIBAULT

that is

(z*,t(z, - z ) ) < gtllz, - zll + (1 - t)llz~ - zll- (1 + t2)-lllzt - zl[

which implies for at = t - l ( ( 1 + t2) -1 + t - 1)

(z*,z - zt> >>. ( a t - g)llzt - zll

and hence IIz*II/> a t - s ' . Since this holds for all t E]0, l[ sufficiently small and
that a t ) 1 and e' ---* e one obtains that Ilz*ll/> 1 - e. []
tin

As a consequence of the above propositions we get the following corollary which

is also a consequence of L e m m a 5.3 in Ioffe [8].

C O R O L L A R Y 1.6. Let S be a closed subset of a normed vector space Z which

is epi-Lipschitz at zo E S. Then there are a vector v E Z with v 5~ 0 and a
neighbourhood V of zo such that for all z E V M ( Z \ S) and z* E Oyd(z, S)

{z*, v)/> 1.

Proof. Let a vector v and an open neighbourhood V be given by Proposi-

tion 1.4 with

I1~*11< <~*, v) (5)

for all u* E cOcd(u, S) and u E V. Fix z E V M ( Z \ S ) and z* E OFd(z, S). Write
z* = w* - l i m n ~ + ~ z* with z* E 6~?d(zn, S) C Ocd(zn, S) + 2enB~, e,~ I 0
and zn -'* z. For n large enough we have zn E V M ( Z \ S ) and by Proposition 1.5
tlZnH ~ 1 -- £n which implies by (5)

(z*, v) >. 1 - 3gn - 2£nllvll and hence (z*,v} >/ 1.

[]

2. Metric Regularity
In this section we are interested in the metric regularity of the multivalued func-
tion

F(x) = -g(x) + D

without differentiabitity assumption on g, where g: X --~ Y is a single-valued

mapping and D is a subset of Y.
METRIC REGULARITY AND SUBDIFFERENTIAL CALCULUS 93

DEFINITION 2.1. Let C be a subset of X containing xo and let F: X ~ Y

be a multivalued function with (Xo, Yo) E Gr F. One says that F is metrically
regular at (xo, Yo) with respect to C if there exist two real numbers k/> 0 and
> 0 such that
d(x,C n F-l(y)) < kd(x,F(x))
for all x E (xo + e B x ) f-1 C and y E Y0 + e B y (here we adopt the convention
d(x, O) = +c~).
If C = X we only say that F is metrically regular at (x0, Y0) E Gr F.

The key result used in the proof of Theorem 2.3 is the following temma whose
proof is given in Jourani and Thibault [12] and is an adaptation of ideas of
Borwein [2] and Ioffe [9] (see also Auslender [t]),

LEMMA 2.2. Let g: Z --+ Y be Lipschitz around Xo, C and D be closed subsets
of X and Y respectively with xo E C M g - I ( D ) . Let F: X ~ Y be the
multivaIued function defined by
F ( x ) = - g ( x ) + D.
If F is not metrically regular at (xo, O) with respect to C, then there are sn J,
0, Xn --~ X0, Y~ ~ 0 and a real number r > 0 such that
(i) xn E C for all n E N*,
(ii) Yn ~ F ( x n ) for all n E N* and
(iii) f o r all x E C M (xo + r B x )

d ( y n , F ( x n ) ) <~d(y,n,F(x)) + SnllX - x~ll.

We can now establish the following regularity result.

THEOREM 2.3. Let C and D be closed subsets of X and Y respectively and

let 9: X --~ Y be a mapping which is Lipschitzian around xo. Suppose that D
is epi-Lipschitz at 9(xo) and the following regularity condition holds
[y* E OFd(g(xo),D);O E D*Fg(xo)(y* ) + KgOFd(xo, C)] ==>V* = 0 (RC)
where t ( 9 is a Lipschitz constant o f 9 around xo. Then the multivalued function
F ( x ) = - g ( x ) + D is metrically regular at (xo, O) with respect to C.
Proof Suppose that F is not metrically regular at (x0, 0) with respect to C.
Let (sn), (Xn) and (yn) be given by Lemma 2.2. By property (iii) of this lemma
we have for all x E C sufficiently close to xo
d(yn + g(Xn), D) <<.d(yn + g(x), D) + 8nHX - - 2CnH
and hence, by Proposition 2.4.3 in [3], it follows (for n large enough) that x.,~ is
a local minimum of the function fn given by
fn(x) = d(yn + g ( x ) , D ) + (Sn ~- [(.g)d(x,C) -}- SniI x - xnl[.
94 A. JOURANI AND L. THIBAULT

So 0 e OFfn(Xn ) and, by Theorem 1.3, there are u* e OFd(xn, C), v* e B ~ ,

y* e OFd(',D)(yn+g(Xn)),X*n e X * with ( x * , - y * ) e ( l + K g ) O F d ( x n , g ( x n ) ,
Grg) such that

0 = x ; + (Sn + +
Taking subsequences if necessary, we may assume that w* - lim u n* = u*, w * - -
lim x n* --= x* and w* - l i m Y n = Y*" Then 0 -=- x* + K g u * with, by the
w*-sequential upper semicontinuity of the limiting Frrchet subdifferentials of
Lipschitz functions, ( x * , - y * ) e (1 + Kg)OFd(Xo, g(xo),Grg ) and u* e
OFd(Xo , C), which ensures
0 e D*Fg(xo)(V* ) + KgOFd(xo, C). (6)
But by Corollary 1.6 there exist a vector v E Y (v not depending on n) such
that (y*,v) >/ 1 for n large enough. Then (y*,v) >/ t and hence y* ¢ 0. This
and relation (6) contradict assumption (RC). []

Remarks. (1) It is enough to assume that C and D are closed at x0 and g(zo)
respectively, that is there exists a closed neighbourhood V of zo such that C fq V
is closed.
(2) Another important condition ensuring the surjective property (hence met-
ric regularity) has been established in Theorem 6 of Ioffe [10] for mappings
admitting strict prederivatives with norm compact values.
When X = Y and g is the identity mapping on X we obtain the follow-
ing result which plays an important role in subdifferenfial calculus (see for
instance [7]).

COROLLARY 2.4. Let C and D be closed subsets of X with D epi-Lipschitz

at xo C C fq D. Suppose that

( - OFd(xo, C)) M OFd(xo, D ) -=- {0}.

Then the multivalued function F ( x ) = - x + D is metrically regular at (xo, O)
with respect to C. In particular we have for some k > 0 and ~ > 0
d(x, C M D) <~ k(d(x, C) + d(x, D))

for all x E (xo q- EBx).

Remark. Here also it is enough to assume that C and D are closed at x0.

COROLLARY 2.5. Let g: X --+ Y be a mapping which is continuous around

xo and let f: Y ---* ~ be a function which is lower semicontinuous around 9(xo)
with tf(g(xo))t < +c~. Consider the mapping H: X × Y × ~ ~ Y defined by

H ( x , V, r) = g(x) - V
METRIC REGULARITY AND SUBDIFFERENTIAL CALCULUS 95

and the set D = X × epi f. Suppose that f is directionally Lipschitz* at g(xo)

and suppose that

( - OFd(wo , H -1 (0))) A OFd(wo, D) : {0} (7)

where wo = (xo, g(xo), f (g(xo))). Then the multivalued function F ( x , y, r) =

- ( x , y , r ) 4- D is metrically regular at (wo,0) with respect to n - l ( O ) . In par-
ticular there are two real numbers k >>.0 and ~ > 0 such that

d ( x , y , r , H - l ( O ) M D) <~k ( d ( x , y , Grg) 4- d(y,r, epi f ) )

f o r all x e (xo 4- c B x ) , y e (g(xo) + ~ B y ) and r e (f(g(xo)) + [-E, +~]).

Proof Since f is directionally Lipschitz at g(xo) then following Rockafel-
lax [19] epi f is epi-Lipschitz at (9(x0), f(g(xo)). So D is epi-Lipschitz at w0
and the first part of the corollary is a direct consequence of Corollary 2.4. For the
second part it suffices to see that H - t ( O ) = Grg × ]~ and D = X × epi f . []

Let us recall that a mapping g: X ---+ Y is strictly differentiable at x0 if the

Frrchet derivative Vg(xo) exists and satisfies

lim llg(x) - g(x') - V g ( x o ) ( x - x')l I = 0.

x--,xo llx - x'll
X'*--.¢,X0

Using the constraint qualification

Vg(xo)(Tc(C, xo)) - To(D, g(xo)) = Y

where To(C, xo) is the Clarke's tangent cone to C at xo, Borwein [2] shows that
the multivalued function F ( x ) :- - g ( x ) + D is metrically regular at (xo, 0) with
respect to C but with C and D epi-Lipschitz at xo and g(xo), respectively.
In the following corollary we show that the result of Borwein holds but when
only the subset D is epi-Lipschitz.

COROLLARY 2.6. Let C and D be closed subsets of X and Y respectively and

let 9: X --+ Y be a strictly differentiable mapping at xo E C M g - I ( D ) . Suppose
that D is epi-Lipschitz at 9(xo) and

Vg(xo)(Tc(C, xo)) - Tc(D, g(xo)) = ]I.

Then the conclusion of Theorem 2.3 holds.

Proof. Following Kruger [15]

D*Fg(xo)(y* ) = y* o Vg(xo).

* There exists h E Y such that limsuPu~g(~o)' ~,~h. ~0 t-l(f(Y + tu) -- f(y)) < +c~.
96 A. JOURANI AND L. TH1BAULT

We will show that (RC) is satisfied and Theorem 2.3 will complete the proof.
So let y* E OFd(g(xo),D ) C O~d(g(xo),D) and let x* E KgOFd(xo, C ) C
KgOcd(xo, C) such that
y* o Vg(x0) + x* = 0.
Let y E Y. Then, from the assumption, we have the existence o f x E To(C, xo)
and z E To(D, 9(xo)) such that y = Vg(xo)x - z and hence
(-v*,v) = (-v* o vg(~o),~) + (y*,z)
= <~*,x> + <v*,z> < o
which implies that y* = 0 and the proof is complete. []

3. Subdifferential Calculus
Consider the function m: X --~ ~ defined by
re(x) : ( f o g ) ( x ) = inf{r: g(x) - y : O, ( x , y , r ) E X × e p i f }
with f : Y --~ ~ and g: X --+ Y. We have showed in [13] how the notion of
metric graphical regularity, introduced in [12], allows us to extend the formulas
of Ioffe [6] and Mordukhovich [17] in finite dimensional spaces. In this section
we extend our formulas to infinite dimensional spaces by using technics similar
to those in [13].

THEOREM 3.1. Let g: X --+ Y be a mapping which is continuous around xo

and f: Y ~ ~ be a function which is lower semicontinuous around g(xo) with
If(g(xo))l < +co. Consider the function H: X × Y × ]~ ~ Y defined by
H(~,v,,.) = g ( x ) - v
and the set D = X × epi f . Assume that the multivalued function F ( x , y, r) =
- ( x , y , r ) + D is metrically regular at (xo,g(xo),f(g(xo)),O)(= (xo, Yo, ro, O))
with respect to I-t -1 (0). Then

o ~ ( f o g)(~0) c U D*~9(xo)(v*).
y* ~oJ(uo)

Proof Following Rockafellar [19] consider the function

re(x) = ( f og)(x) = inf{r: H ( x , y , r ) = O , ( x , y , r ) E D}.
Let x* E OFm(xo ). By the definition of the limiting Frrchet-subdifferential, there
W*
exist xn m ~ xo, en ~ O(Sn • 1) and x *n > X* such that, for all n E N*, the
function
X*
METRIC REGULARITYAND SUBDIFFERENTIALCALCULUS 97

achieves a local minimum at xn. Thus, for each n E N*, the function

(x,y,~) ~ ~ - ( x h x ) + ~n(llx - Xnll + IlY-- g(xn)ll + tr -- f(g(Xn))l)

attains a local minimum at (xn, g(x~), f(g(x~))) on H -1 (0) N D. So, for each
n E h-*, the function

(x,y,r) r-{ n,x>+(2+~n+llx*ll)d(x,y,r,H-l(O)ND)+

+En(llx - xnll + IlY - g(Xn)[I + Ir - f(g(x~))l)

attains a local minimum at (xn, g(Xn), f(g(Xn))) ([3, Proposition 2.4.3]). Since
IIx*ll ~< R for each n E N* and F is metrically regular at (x0, g(xo), f(g(xo)), O)
with respect to H -1 (0), there exists some constant K > 0 such that for each
n E N*, (Xng(Xn), f(g(xn))) is a local minimum of the function
(x,y,r) --~ r - (x*~,x} + K d ( x , y , r , D ) + K d ( x , y , r , H - l ( o ) ) +
+~(llz - x~ll + lfy - g(x~)ll + I~ - f(g(x~))l).
As D = X × epi f and H - l ( 0 ) = Grg x ~ it follows that, for each n E N*, the
function

(x, y, r) --~ r - (X*n, x} + Kd(y, r, epi f) + Kd(x, y, Org) +

+~n(llX -- xnll + IlY--g(Xn)ll + Ir-- f ( g ( X n ) ) l )
attains a local minimum at (xn, g(xn), f(g(xn))). Hence

(x'n, 0,--1) E 5~'h(x~,g(xn), f(g(xn))

where h(x, y, r) = Kd(y, r, epi f) + Kd(x, y, Grg) and hence, by the definition
of the limiting Frdchet-subdifferential and by Theorem 1.2, we get

( x * , 0 , - 1 ) E OFh(xo,g(xo),f(g(xo)) )
C {0} x F~_Ogd(yo, to, epi f) + ~_OFd(xo , Yo, Grg) x {0}.

So there exists z* E Y* such that

( x * , - z * ) E ~-OFd(xo,Yo , Grg) and ( z * , - 1 ) E OFff2(epi f;yo, ro ).

Thus

x* E D*Fg(xo)(z*) and z* E OFf(g(xo)).

[]

Our first consequence of this theorem is the following result.

COROLLARY 3.2. Under the assumptions of Corollary 2.5 the conclusion of

Theorem 3.1 holds.
98 A. JOURANI AND L. THIBAULT

As a second consequence of Theorem 3.1 we get (in the reflexive spaces) the
following result of Theorem 7.5 in Ioffe [8] which is an extension of Theorem 12
in Kruger [15].

COROLLARY 3.3. Let f and g as in Theorem 3.1 with f directionaUy Lipschitz

at g(xo). Suppose that
y* e O°~f(g(xo)) and 0 e D*Fg(xo)(y* ) ~ y* = 0, (8)
where O ~ f ( g ( x o ) ) = {y* e Y*: (y*,0) e OF~(epif;g(xo),f(g(xo)))}. Then
the conclusion of Theorem 3.1 holds.
Proof One can easily show that (8) implies condition (7) of Corollary 2.5
and hence Theorem 3.1 completes the proof. []

Remark. In the proof of Theorem 3.1 we have only used the following inequal-
ity
d(x,y,r; D N H - l ( 0 ) ) < ad(x,y,r;D)
for all (x,y,r) C H-I(O) with (x,y,r) near (xo,Yo, ro), for estimating the
subdifferential of f o g. This is weaker than the metric regularity of F ( x , y, r) =
- ( x , y , r ) + D at (xo,g(xo),f(9(xo)),O) with respect to H - l ( 0 ) .
Using this remark we obtain the following result.

COROLLARY 3.4. Let $t and $2 be closed subsets of X and Y respectively and

let g: X ~ Y be a mapping which is Lipsehitzian around xo E St f7 g -1 ($2).
Suppose that the multivalued function K(x) = - 9 ( x ) + $2 is metrically regular
at (xo, 0) with respect to SI. Then
oF (s1 ng- (s2),xo) c U D*Fg(xo)(y*)+OF(St,xo).
y*cot ~'(s2,g(~o))

Proof First note that g2($1 f7g -1 ($2), x) = ~(S1, x)+k~(S2, g(x)) = ~(S1 x
S2,x,g(x)). Set G(x) = (x,g(x)) and f ( x , y ) = Lv(S1 x S2,x,y). Then '~($1A
g-l(S2),x) = ( f oG)(x). Set H ( x , u , y , r ) = G ( x ) - ( u , y ) , D = X x e p i f
and F ( x , u , y , r ) = - ( x , u , y , r ) + D. Since K is metrically regular at (xo,0)
with respect to $1, then
d ( x , u , y , r ; D A H - l ( O ) ) <. ad(x,u,y,r;D)
for all ( x , u , y , r ) e H-I(O) with (x,u,y,r) near (xo, xo,g(xo),O), and hence
the result follows. []

Remark. The above formula is in fact a formula about the limiting Fr6chet
normal cone since the limiting Fr6chet normal cone to a subset is equal to the
limiting Fr6chet subdifferential of its indicator function. As a consequence of
Corollaries 3.3 and 3.4 we obtain the following result of Ioffe [8].
METRIC REGULARITYAND SUBDIFFERENTIALCALCULUS 99

C O R O L L A R Y 3.5. Let f l , f2: X --+ ~ be functions which are finite at xo and

lower semicontinuous (l.s.c.) around xo. If f2 is directionally Lipschitz at xo and
0~°fl(x0) r-I ( - 0Ff2(x0)) = {0},
then
OF(fl + k ) ( x 0 ) C OFfl(xO ) + OFA(xo).
Proof. We may assume that fl and fz are lower semicontinuous on X. As in
Ioffe [5], we consider the sets
S1 = {(o6fl, x) e I R x I I { x X : oz/> f l ( x ) } ,
& = {(~, #, ~) e ~ x ~ x x : fl > h ( ~ ) }
and
s = {(~,9,~)e~xaxX: ~ + 9 > Yl(~) + fa(~)}.
Since fl and f2 are 1.s.c., the three sets are closed. It is obvious that S1 f-lS2 C S.
We denote z = (fl(xo),f2(xo),xo). Then z C S1 N $2. We easily show that the
assumption of the corollary ensures
OFd(z,S,) Cl ( - OFd(z, S2) ) = {0}
which implies by Corollary 2.4 that the multivalued function
c(~,~,x) = - ( ~ , 3 , ~) + s2
is metrically regular at (z, OR xRxX) with respect to S1 and Corollary 3.4 gives
0F~I/(S 1 n S2, z ) C OFt~(Sl,Z ) q- 0F~I/(S2, z ).
As

E OFffJ(epi(fl -t- f2);xo,(fl + f2)(xo))},

oF~(&,z) = {(A,o,~*) e ~ × R × x * : (A,~*)
E OF~(epi f l , xo, fl (xo))},
oF~(&,z ) = {(o,~,x*) e ~ × ~ × x * : (~,x*)
E O f ~ ( e p i f2, xO, f2(xO))}
and as it is easily seen that
OFtll(S,z ) C OFff~(S1 ("I S2,z),
then the result follows. []

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