Differential sensitivity analysis of variational inequalities with locally Lipschitz continuous solution operators

DOI10.1007/S00245-018-09553-YMaRDI QIDQ2301676zbMATH OpenOpenAlexWikidataFDO

Authors Constantin Christof, Gerd Wachsmuth

Publication date 25 February 2020

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.02720

zbMATH Keywords

sensitivity analysisoptimal controlvariational inequalitiesbang-bangdifferential stabilitydirectional differentiabilitysecond-order epi-differentiability

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Sensitivity, stability, well-posedness (49K40)

Abstract: This paper is concerned with the differential sensitivity analysis of variational inequalities in Banach spaces whose solution operators satisfy a generalized Lipschitz condition. We prove a sufficient criterion for the directional differentiability of the solution map that turns out to be also necessary for elliptic variational inequalities in Hilbert spaces (even in the presence of asymmetric bilinear forms, nonlinear operators and nonconvex functionals). In contrast to classical results, our method of proof does not rely on Attouch's theorem on the characterization of Mosco convergence but is fully elementary. Moreover, our technique allows us to also study those cases where the variational inequality at hand is not uniquely solvable and where directional differentiability can only be obtained w.r.t. the weak or the weak-$star$ topology of the underlying space. As tangible examples, we consider a variational inequality arising in elastoplasticity, the projection onto prox-regular sets, and a bang-bang optimal control problem.

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