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Differential and sensitivity properties of gap functions for vector variational inequalities

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Abstract.

The purpose of this paper is to investigate differential properties of a class of set-valued maps and gap functions involving vector variational inequalities. Relationship between their contingent derivatives are discussed. A formula computing contingent derivative of the gap functions is established. Optimality conditions of solutions for vector variational inequalities are obtained.

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Authors and Affiliations

  1. Department of Information and Computer Sciences, College of Sciences, Congqing University, Chongqing, 400044, China (e-mail: 00900470r@polyu.edu.hk), , , , , , CN

    S. J. Li

  2. Department of Management, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong (email: mshyan@polyu.edu.hk), , , , , , HK

    Hong Yan

  3. Institute of Systems Science, Chinese Academy of Science, Beijing 100080, China (email: chengy@mail.amss.ac.cn), , , , , , CN

    G. Y. Chen

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  1. S. J. Li
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  2. Hong Yan
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  3. G. Y. Chen
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Additional information

Manuscript received: August 2001/Final version received: September 2002

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ID="*" This research is partially supported by the Hong Kong CERG Fund B-Q343 and the National Natural Science Foundation of China.

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ID="**" Current address: Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong.

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Li, S., Yan, H. & Chen, G. Differential and sensitivity properties of gap functions for vector variational inequalities. Mathematical Methods of OR 57, 377–391 (2003). https://doi.org/10.1007/s001860200254

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  • DOI: https://doi.org/10.1007/s001860200254

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