Solution differentiability for variational inequalities |
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| Authors: | Jerzy Kyparisis |
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| Institution: | (1) Department of Decision Sciences and Information Systems, College of Business Administration, Florida International University, 33199 Miami, FL, USA |
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| Abstract: | 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. |
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| Keywords: | Variational inequalities nonlinear complementarity problems nonlinear programming sensitivity analysis solution differentiability |
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