Sensitivity Analysis in Variational Inequalities
نویسندگان
چکیده
منابع مشابه
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...
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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...
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Variational inequalities have often been used as a mathematical programming tool in modeling various equilibria in economics and transportation science. The behavior of such equilibrium solutions as a result of the changes in problem data is always of concern. In this paper, we present an approach for conducting sensitivity analysis of variational inequalities defined on polyhedral sets. We int...
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Background Equilibrium is a central concept in numerous disciplines including economics, management science/operations research, and engineering. Methodologies that have been applied to the formulation , qualitative analysis, and computation of equilibria have included • systems of equations, • optimization theory, • complementarity theory, and • fixed point theory. Variational inequality theor...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1988
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.13.3.421