Perturbed solutions of variational inequality problems over polyhedral sets
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This paper is concerned with variational inequality problems defined over polyhedral sets, which provide a generalization of many diverse problems of mathematical programming, complementarity, and mathematical economics. Differentiability properties of locally unique perturbed solutions to such problems are studied. It is shown that, if a simple sufficient condition is satisfied, then the perturbed solution is locally unique, continuous, and directionally differentiable. Furthermore, under an additional regularity assumption, the perturbed solution is also continuously differentiable.
Key WordsVariational inequalities generalized equations complementarity perturbed solutions
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