Sensitivity analysis of parameterized variational inequalities

• 成果类型: Article
• 署名作者: Shapiro, A
• 署名单位: University System of Georgia; Georgia Institute of Technology
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1040.0115
• 发表日期: 2005
• 页码: 109-126
• 关键词: optimization problems; REGULARITY

摘要

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.