Solution differentiability for variational inequalities (Q804477)
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English | Solution differentiability for variational inequalities |
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Solution differentiability for variational inequalities (English)
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1990
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The main result of the paper is a characterization of Fréchet- differentiability of the sensitivity function of a perturbed variational inequality problem on a polyhedral set in \(R^ n\). The assumption of strong regularity gives more generality to an earlier result of \textit{J. S. Pang} [see J. Optimization Theory Appl. 66, No.1, 121-135 (1990; Zbl 0681.49011)]. The theorem is specialized for the nonlinear complementarity problem. Most attention is given to variational inequalities on perturbed sets and general parametric nonlinear programming problems. The author shows how the results relate to more familiar assumptions, used in several other papers.
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Fréchet-differentiability
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sensitivity function
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strong regularity
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nonlinear complementarity
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parametric nonlinear programming
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