SOLUTION DIFFERENTIABILITY FOR VARIATIONAL-INEQUALITIES

被引：21

作者：

KYPARISIS, J

机构：

[1] Department of Decision Sciences and Information Systems, College of Business Administration, Florida International University, Miami, 33199, FL

来源：

MATHEMATICAL PROGRAMMING | 1990年 / 48卷 / 02期

关键词：

nonlinear complementarity problems; nonlinear programming; sensitivity analysis; solution differentiability; Variational inequalities;

D O I：

10.1007/BF01582260

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper we study solution differentiability properties for variational inequalities. We characterize Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. Our result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems. © 1990 The Mathematical Programming Society, Inc.

引用

页码：285 / 301

页数：17

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