Sensitivity of solutions to variational inequalities on Banach spaces

Authors
Citation
Ab. Levy, Sensitivity of solutions to variational inequalities on Banach spaces, SIAM J CON, 38(1), 1999, pp. 50-60
Citations number
14
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
38
Issue
1
Year of publication
1999
Pages
50 - 60
Database
ISI
SICI code
0363-0129(199912)38:1<50:SOSTVI>2.0.ZU;2-G
Abstract
We analyze the sensitivity of parameterized variational inequalities for co nvex polyhedric sets in reflexive Banach spaces. We compute a generalized d erivative of the solution mapping where the formula for the derivative is g iven in terms of the solutions to an auxiliary variational inequality. Thes e results are distinguished from other work in this area by the fact that t hey do not depend on the uniqueness of the solutions to the variational ine qualities. To obtain our results, we use second-order epi-derivatives to an alyze the second-order properties of polyhedric sets. We apply our results to sensitivity analyses of stationary points and KKT pairs associated with constrained infinite-dimensional optimization problems.