Sensitivity analysis of parameterized variational inequalities

Sensitivity analysis of parameterized variational inequalities

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Article ID: iaor20061349
Country: United States
Volume: 30
Issue: 1
Start Page Number: 109
End Page Number: 126
Publication Date: Feb 2005
Journal: Mathematics of Operations Research
Authors:
Abstract:

In this paper we discuss local uniqueness, continuity, and differentiability properties of solutions of parameterized variational inequalities (generalized equations). To this end we use two types of techniques. One approach consists in formulating variational inequalities in a form of optimization problem based on regularized gap functions, and applying a general theory of perturbation analysis of parameterized optimization problems. Another approach is based on a theory of contingent (outer graphical) derivatives and some results about differentiability properties of metric projections.

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