Perturbed solutions of variational inequality problems over polyhedral sets

DOI10.1007/BF00938541MaRDI QIDQ1089902zbMATH OpenFDO

Authors Jerzy Kyparisis

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00938541

zbMATH Keywords

complementarityperturbed solutionpolyhedral setsvariational inequality

Mathematics Subject Classification ID

Continuity and differentiation questions (26B05) Variational inequalities (49J40) Polytopes and polyhedra (52Bxx) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

This paper is concerned with variational inequality problems defined over polyhedral sets, which provide a generalization of many diverse problems of mathematical programming, complementarity, and mathematical economics. Differentiability properties of locally unique perturbed solutions to such problems are studied. It is shown that, if a simple sufficient condition is satisfied, then the perturbed solution is locally unique, continuous, and directionally differentiable. Furthermore, under an additional regularity assumption, the perturbed solution is also continuously differentiable.

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Cites work

• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
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• Sensitivity analysis for variational inequalities
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Cited in

(15)

• Sensitivity analysis for non-linear programs with linear constraints
• The linear complementarity problem with a parametric input
• A method for the analysis of equilibrium multipart prices in oligopolistic markets
• Some aspects of variational inequalities
• Solution differentiability and continuation of Newton's method for variational inequality problems over polyhedral sets
• Sensitivity analysis for variational inequalities and nonlinear complementarity problems
• On variational inequalities over polyhedral sets
• Sensitivity analysis for abstract equilibrium problems
• Variational inequalities over perturbed polyhedral convex sets
• Parametric Variational Inequalities with Multivalued Solution Sets
• A result on vector variational inequalities with polyhedral constraint sets
• Hölderian continuity of solutions of a dynamic Walrasian price equilibrium problem with application
• Locally unique solutions of nonsmooth general variational inequalities
• Solution differentiability for variational inequalities
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

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