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Zbl 0845.90116
Yen, N.D.
Lipschitz continuity of solutions of variational inequalities with a parametric polyhedral constraint.
(English)
[J] Math. Oper. Res. 20, No.3, 695-708 (1995). ISSN 1526-5471; ISSN 0364-765X/e

Summary: 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.
MSC 2000:
*90C31 Sensitivity, etc.
90C20 Quadratic programming

Keywords: metric projection; sufficient condition for Lipschitz continuity; locally unique solution; parametric variational inequalities; traffic network equilibrium

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