Variational inequalities over perturbed polyhedral convex sets

被引:23
作者
Lu, Shu [1 ]
Robinson, Stephen M. [2 ]
机构
[1] Univ N Carolina, Dept Stat & Operat Res, Chapel Hill, NC 27599 USA
[2] Univ Wisconsin, Dept Ind & Syst Engn, Madison, WI 53706 USA
基金
美国国家科学基金会;
关键词
variational inequality; sensitivity; coherent orientation; polyhedral convex set; polyhedral multifunction; normal manifold;
D O I
10.1287/moor.1070.0297
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper provides conditions for existence of a locally unique, Lipschitzian solution of a linear variational inequality posed over a polyhedral convex set in R-n under perturbation of either or both of the constant term in the variational inequality and the right-hand side of the system of linear constraints de. ning its feasible set. Conditions for perturbation of just the constant term are well known. Here we show that a suitable extension of those conditions suffices for the more general case in which the right-hand side of the constraints varies also. As a consequence, we obtain existence, uniqueness, and Lipschitz continuity properties of solutions of nonlinear variational inequalities posed over perturbed polyhedral convex sets.
引用
收藏
页码:689 / 711
页数:23
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