Lipschitz Continuity of Solutions of Variational Inequalities with a Parametric Polyhedral Constraint

Published Online:https://doi.org/10.1287/moor.20.3.695

It is proved that the metric projection from a point onto a moving polyhedron is Lipschitz continuous with respect to the perturbations on the right-hand sides of the linear inequalities defining the polyhedron. The property leads to a simple sufficient condition for Lipschitz continuity of a locally unique solution of parametric variational inequalities with a moving polyhedral constraint set. Applications of these results to traffic network equilibrium problems are given in detail.

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