Parametric variational inequalities with multivalued solution sets

Parametric variational inequalities with multivalued solution sets

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Article ID: iaor19921942
Country: United States
Volume: 17
Issue: 2
Start Page Number: 341
End Page Number: 364
Publication Date: May 1992
Journal: Mathematics of Operations Research
Authors:
Abstract:

In this paper basic properties of multivalued solution sets of parametric variational inequalities are studied under the assumption that the unperturbed problem has a locally unique solution. General existence and Lipschitz continuity results, which extend previous developments, are derived for multivalued solution set maps of parameteric variational inequalities defined on polyhedral sets. These results, when applied to parametric nonlinear complementarity problems, yield existence and Lipschitz continuity of multivalued solutions under new conditions on the Jacobian matrix of the variational function. A novel result is also obtained on the existence of (nonunique) solutions to parametric variational inequalities defined on perturbed sets. Finally, it is shown that the recent directional differentiability results of Qiu and Magnanti can be derived in a unified manner under somewhat more general assumptions which, in particular, makes them applicable to nonlinear complementarity problems.

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