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Sensitivity analysis of parameterized variational inequalities

Alexander Shapiro (ashapiro***at***isye.gatech.edu)

Abstract: 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.

Keywords: variational inequalities, gap functions, sensitivity analysis, second order regularity, second order growth condition, locally upper Lipschitz and H\

Category 1: Complementarity and Variational Inequalities

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

Download: [PDF]

Entry Submitted: 06/16/2003
Entry Accepted: 06/16/2003
Entry Last Modified: 06/16/2003

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