Sensitivity Analysis of Parameterized Variational Inequalities
نویسنده
چکیده
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 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.
منابع مشابه
Vector Optimization Problems and Generalized Vector Variational-Like Inequalities
In this paper, some properties of pseudoinvex functions, defined by means of limiting subdifferential, are discussed. Furthermore, the Minty vector variational-like inequality, the Stampacchia vector variational-like inequality, and the weak formulations of these two inequalities defined by means of limiting subdifferential are studied. Moreover, some relationships between the vector vari...
متن کاملVariational inequalities on Hilbert $C^*$-modules
We introduce variational inequality problems on Hilbert $C^*$-modules and we prove several existence results for variational inequalities defined on closed convex sets. Then relation between variational inequalities, $C^*$-valued metric projection and fixed point theory on Hilbert $C^*$-modules is studied.
متن کاملSequential Optimality Conditions and Variational Inequalities
In recent years, sequential optimality conditions are frequently used for convergence of iterative methods to solve nonlinear constrained optimization problems. The sequential optimality conditions do not require any of the constraint qualications. In this paper, We present the necessary sequential complementary approximate Karush Kuhn Tucker (CAKKT) condition for a point to be a solution of a ...
متن کاملThe Radius of Metric Regularity
Metric regularity is a central concept in variational analysis for the study of solution mappings associated with “generalized equations”, including variational inequalities and parameterized constraint systems. Here it is employed to characterize the distance to irregularity or infeasibility with respect to perturbations of the system structure. Generalizations of the Eckart-Young theorem in n...
متن کاملOn 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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Oper. Res.
دوره 30 شماره
صفحات -
تاریخ انتشار 2005