Sensitivity analysis for variational inequalities
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- Tobin, R.L. J Optim Theory Appl (1986) 48: 191. doi:10.1007/BF00938597
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Sensitivity analysis results for variational inequalities are presented which give conditions for existence and equations for calculating the derivatives of solution variables with respect to perturbation parameters. The perturbations are of both the variational inequality function and the feasible region. Results for the special case of nonlinear complementarity are also presented. A numerical example demonstrates the results for variational inequalities.