Solution differentiability for variational inequalities

Solution differentiability for variational inequalities

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Article ID: iaor1991694
Country: Netherlands
Volume: 48
Issue: 2
Start Page Number: 285
End Page Number: 301
Publication Date: Sep 1990
Journal: Mathematical Programming
Authors:
Abstract:

The paper studies solution differentiability properties for variational inequalities and characterizes Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. The present result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems.

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