Characterizations of strong regularity for variational inequalities over polyhedral convex sets

被引:214
作者
Dontchev, AL [1 ]
Rockafellar, RT [1 ]
机构
[1] UNIV WASHINGTON, DEPT MATH, SEATTLE, WA 98195 USA
关键词
variational inequality; Aubin property; strong regularity; Lipschitz stability in optimization;
D O I
10.1137/S1052623495284029
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Linear and nonlinear variational inequality problems over a polyhedral convex set are analyzed parametrically. Robinson's notion of strong regularity, as a criterion for the solution set to be a singleton depending Lipschitz continuously on the parameters, is characterized in terms of a new ''critical face'' condition and in other ways. The consequences for complementarity problems are worked out as a special case. Application is also made to standard nonlinear programming problems with parameters that include the canonical perturbations. In that framework a new characterization of strong regularity is obtained for the variational inequality associated with the Karush-Kuhn-Tucker conditions.
引用
收藏
页码:1087 / 1105
页数:19
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