Lipschitz continuity of solutions of variational inequalities with a parametric polyhedral constraint

Lipschitz continuity of solutions of variational inequalities with a parametric polyhedral constraint

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Article ID: iaor20041829
Country: United States
Volume: 20
Issue: 3
Start Page Number: 695
End Page Number: 708
Publication Date: Aug 1995
Journal: Mathematics of Operations Research
Authors:
Abstract:

It is proved that the metric projection from a point onto a moving polyhedron is Lipschitz continuous with respect to the perturbations on the right-hand sides of the linear inequalities defining the polyhedron. The property leads to a simple sufficient condition for Lipschitz continuity of a locally unique solution of parametric variational inequalities with a moving polyhedral constraint set. Applications of these results to traffic network equilibrium problems are given in detail.

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