Sensitivity analysis in variational inequalities

Sensitivity analysis in variational inequalities

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Article ID: iaor1988308
Country: United States
Volume: 13
Issue: 3
Start Page Number: 421
End Page Number: 434
Publication Date: Aug 1988
Journal: Mathematics of Operations Research
Authors:
Abstract:

This paper derives conditions for the local uniqueness, continuity and differentiability of a solution of parametric variational inequalities. The present approach is new and has a strong geometric flavor. As an illustration the paper discusses the sensitivity of the classical complementarity problem.

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