Skip to main content
Log in

Stability of solutions to parameterized nonlinear complementarity problems

  • Published:
Mathematical Programming Submit manuscript

n

such that x≥0,  F(x,u)-v≥0 , and F(x,u)-v T·x=0 where these are vector inequalities. We characterize the local upper Lipschitz continuity of the (possibly set-valued) solution mapping which assigns solutions x to each parameter pair (v,u). We also characterize when this solution mapping is locally a single-valued Lipschitzian mapping (so solutions exist, are unique, and depend Lipschitz continuously on the parameters). These characterizations are automatically sufficient conditions for the more general (and usual) case where v=0. Finally, we study the differentiability properties of the solution mapping in both the single-valued and set-valued cases, in particular obtaining a new characterization of B-differentiability in the single-valued case, along with a formula for the B-derivative. Though these results cover a broad range of stability properties, they are all derived from similar fundamental principles of variational analysis.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

Author information

Authors and Affiliations

Authors

Additional information

Received March 30, 1998 / Revised version received July 21, 1998 Published online January 20, 1999

Rights and permissions

Reprints and permissions

About this article

Cite this article

Levy, A. Stability of solutions to parameterized nonlinear complementarity problems. Math. Program. 85, 397–406 (1999). https://doi.org/10.1007/s101070050063

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s101070050063

Navigation