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Zbl 0557.49004
Tobin, R.L.
Sensitivity analysis for variational inequalities. (English)
[J] J. Optimization Theory Appl. 48, 191-209 (1986). ISSN 0022-3239; ISSN 1573-2878/e

Sensitivity analysis results for variational inequalities are presented which give conditions for existence and equations for calculating the derivatives of solution variables with respect to perturbation parameters. The perturbations are of both the variational inequality function and the feasible region. Results for the special case of nonlinear complementarity are also presented. A numerical example demonstrates the results for variational inequalities.

MSC 2000:: *49J40 Variational methods including variational inequalities
49K40 Sensitivity of optimal solutions in the presence of perturbations
90C33 Complementarity problems

Keywords: equilibrium analysis; Sensitivity analysis; nonlinear complementarity

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Zentralblatt MATH Berlin [Germany]