Book Review: Numerical analysis of variational inequalities

Sensitivity Analysis for Variational Inequalities

In this paper we study the behavior of the local solutions of perturbed variational inequalities, governed by perturbations to both the variational inequality function and the feasible region. Assuming appropriate second-order and regularity conditions, we show that the perturbed local solution set is nonempty, Lipschitz continuous, and directionally differentiable. Even when the directional di...

On sensitivity analysis of general variational inequalities

It is well known that the Wiener-Hopf equations are equivalent to the general variational inequalities. We use this alternative equivalent formulation to study the sensitivity of the general variational inequalities without assuming the differentiability of the given data. Since the general variational inequalities include classical variational inequalities and complementarity problems as speci...

Sensitivity Analysis of Parameterized Variational Inequalities

We discuss in this paper 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 problems, based on regularized gap functions, and applying a general theory of perturbation analys...

Solutions of variational inequalities on fixed points of nonexpansive mappings

n this paper , we propose a generalized iterative method forfinding a common element of the set of fixed points of a singlenonexpannsive mapping and the set of solutions of two variationalinequalities with inverse strongly monotone mappings and strictlypseudo-contractive of Browder-Petryshyn type mapping. Our resultsimprove and extend the results announced by many others.

Numerical Schemes for Variational Inequalities arising in International Asset Pricing