Y. Lucet et Jj. Ye, Sensitivity analysis of the value function for optimization problems with variational inequality constraints, SIAM J CON, 40(3), 2001, pp. 699-723
In this paper we perform sensitivity analysis for optimization problems wit
h variational inequality constraints (OPVICs). We provide upper estimates f
or the limiting subdifferential (singular limiting subdifferential) of the
value function in terms of the set of normal (abnormal) coderivative (CD) m
ultipliers for OPVICs. For the case of optimization problems with complemen
tarity constraints (OPCCs), we provide upper estimates for the limiting sub
differentials in terms of various multipliers. An example shows that the ot
her multipliers may not provide useful information on the subdifferentials
of the value function, while the CD multipliers may provide tighter bounds.
Applications to sensitivity analysis of bilevel programming problems are a
lso given.