Abstract
In this paper a sensitivity analysis framework is developed for variational inequalities. The perturbed solution to a parametric variational inequality problem is shown to be continuous and directionally differentiable under appropriate second order and regularity assumptions. Moreover, this solution is once continuously differentiable if strict complementarity also holds.
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Kyparisis, J. Sensitivity analysis framework for variational inequalities. Mathematical Programming 38, 203–213 (1987). https://doi.org/10.1007/BF02604641
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DOI: https://doi.org/10.1007/BF02604641