Sensitivity analysis of parameterized variational inequalities

Published: 2003/06/16

Complementarity and Variational Inequalities gap functions, locally upper lipschitz and h, second order growth condition, second order regularity, sensitivity analysis, variational inequality Short URL: https://optimization-online.org/?p=8894

We discuss in this paper continuity and differentiability properties of solutions of parameterized variational inequalities (generalized equations). To this end we use an approach of formulating variational inequalities in a form of optimization problems and applying a general theory of perturbation analysis of parameterized optimization problems.

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School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332-0205

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