Sensitivity Analysis in Variational Inequalities

Stella Dafermos
Stella Dafermos
Lefschetz Center for Dynamical Systems, Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912
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Lefschetz Center for Dynamical Systems, Division of Applied Mathematics, Brown University, Providence, Rhode Island 02912

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Published Online:1 Aug 1988https://doi.org/10.1287/moor.13.3.421

Abstract

In this paper we derive conditions for the local uniqueness, continuity and differentiability of a solution of parametric variational inequalities. Our approach is new and has a strong geometric flavor. As an illustration we discuss the sensitivity of the classical complementarity problem.

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cover image Mathematics of Operations Research

Volume 13, Issue 3

August 1988

Pages 377-534

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Published Online:August 01, 1988

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Stella Dafermos, (1988) Sensitivity Analysis in Variational Inequalities. Mathematics of Operations Research 13(3):421-434.

https://doi.org/10.1287/moor.13.3.421

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Sensitivity Analysis in Variational Inequalities

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Volume 13, Issue 3

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