Stability analysis of variational inequalities and nonlinear complementarity problems, via mixed linear complementarity

Stability analysis of variational inequalities and nonlinear complementarity problems, via mixed linear complementarity

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Article ID: iaor19951510
Country: United States
Volume: 19
Issue: 4
Start Page Number: 831
End Page Number: 879
Publication Date: Nov 1994
Journal: Mathematics of Operations Research
Authors: ,
Keywords: complementarity
Abstract:

This paper is concerned with the mixed linear complementarity problem and the role it and its variants play in the stability analysis of the nonlinear complementarity problem and the Karush-Kuhn-Tucker system of a variational inequality problem. Under a nonsingular assumption, the mixed linear complementarity problem can be converted to the standard problem; in this case, the rich theory of the latter can be directly applied to the former. In this work, the authors employ degree theory to derive some sufficient conditions for the existence of a solution to the mixed linear complementarity problem in the absence of the nonsingularity property. Next, they extend this existence theoy to the mixed nonlinear complementarity problem and establish a main stability result under a certain degree-theoretic assumption concerning the linearized problem. The authors then specialize this stability result and its consequences to the parametric variational inequality problem under the assumption of a unique set of multipliers. Finally, they consider the latter problem with the uniqueness assumption of the multipliers replaced by a convexity assumption and obtain stability results under some weak second-order conditions. In addition to the new existence results for the mixed linear complementarity problem, the main contributions of this paper in the stability category are the following: a resolution to a conjecture concerning the local solvability of a parametric variational inequality, the use of the generalized linear complementarity problem as a tool to broaden the second-order conditions, the characterization of the solution stability of the linear complementarity problem and the affine variational inequality problem in terms of the solution isolatedness under some weak hypotheses, and various stability theorems under some weak second-order conditions.

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