Sensitivity Analysis for Variational Inequalities

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The author considers variational inequalities associated to indicator functions of convex closed sets, in Hilbert spaces. In this setting, there is an intimate relationship between the variational inequality, projections on convex closed sets, and Wiener-Hopf equations. The sensitivity properties under study are just continuity or Lipschitz continuity of the solution with respect to parameters. The parameters enter via the (nonlinear) operators and the convex sets defining the variational inequality. A basic case to which the results may be applied is for perturbed convex sets contained in the interior of a fixed ball and with the associated nonlinear projection operators having a good dependence on the parameters.



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