SENSITIVITY ANALYSIS FOR NONSMOOTH GENERALIZED EQUATIONS

被引:73
作者
KING, AJ [1 ]
ROCKAFELLAR, RT [1 ]
机构
[1] UNIV WASHINGTON, DEPT MATH, SEATTLE, WA 98195 USA
关键词
SENSITIVITY ANALYSIS; GENERALIZED EQUATIONS; CONTINGENT DERIVATIVES; B-DERIVATIVES; IMPLICIT FUNCTION THEOREMS;
D O I
10.1007/BF01581199
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Results pertaining to Lipschitzian and directional differentiability properties for solutions to generalized equations under very general perturbations are obtained with the aid of new differentiation concepts for multivalued maps.
引用
收藏
页码:193 / 212
页数:20
相关论文
共 28 条
[1]   LIPSCHITZ BEHAVIOR OF SOLUTIONS TO CONVEX MINIMIZATION PROBLEMS [J].
AUBIN, JP .
MATHEMATICS OF OPERATIONS RESEARCH, 1984, 9 (01) :87-111
[2]   SENSITIVITY ANALYSIS IN VARIATIONAL-INEQUALITIES [J].
DAFERMOS, S .
MATHEMATICS OF OPERATIONS RESEARCH, 1988, 13 (03) :421-434
[3]   ASYMPTOTIC-BEHAVIOR OF STATISTICAL ESTIMATORS AND OF OPTIMAL-SOLUTIONS OF STOCHASTIC OPTIMIZATION PROBLEMS [J].
DUPACOVA, J ;
WETS, R .
ANNALS OF STATISTICS, 1988, 16 (04) :1517-1549
[4]  
Fiacco A. V., 1983, INTRO SENSITIVITY ST
[5]  
Kakutani S., 1941, DUKE MATH J, V8, P457, DOI DOI 10.1215/S0012-7094-41-00838-4
[7]  
KING AJ, IN PRESS MATH OPERAT
[8]  
KUMMER B, 1984, MATH PROGRAMMING STU, V21, P199
[9]  
KUMMER B, 1987, PARAMETRIC OPTIMIZAT
[10]   SENSITIVITY ANALYSIS FRAMEWORK FOR VARIATIONAL-INEQUALITIES [J].
KYPARISIS, J .
MATHEMATICAL PROGRAMMING, 1987, 38 (02) :203-213