Sensitivity analysis of generalized equations

نویسنده

  • Alexander Shapiro
چکیده

In this paper we study sensitivity analysis of generalized equations (variational inequalities) with nonpolyhedral set constraints. We use an approach of local reduction of the corresponding constraint set to a convex cone. This leads to an introduction of an additional term in a linearization of the generalized equations which represents a curvature of the constraint set. We also discuss concepts of nondegeneracy and strict complementarity of set constrained problems.

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تاریخ انتشار 2000