Article ID Journal Published Year Pages File Type
4623448 Journal of Mathematical Analysis and Applications 2006 13 Pages PDF
Abstract

This paper is devoted to the sensitivity analysis in optimization problems and variational inequalities. The concept of proto-differentiability of set-valued maps (see [R.T. Rockafellar, Proto-differentiability of set-valued mappings and its applications in optimization, Ann. Inst. H. Poincaré Anal. Non Linéaire 6 (1989) 449–482]) plays the key role in our investigation. It is proved that, under some suitable qualification conditions, the generalized perturbation maps (that is, the solution set map to a parameterized constraint system, to a parameterized variational inequality, or to a parameterized optimization problem) are proto-differentiable.

Related Topics
Physical Sciences and Engineering Mathematics Analysis