This paper presents sensitivity analysis for parameterized variational inequality problems (VIP). Under appropriate assumption, it is shown that the perturbed solution to parameterized VIP is existent, unique, continu...This paper presents sensitivity analysis for parameterized variational inequality problems (VIP). Under appropriate assumption, it is shown that the perturbed solution to parameterized VIP is existent, unique, continuous and differentiable with respect to perturbation parameter. In the case of differentiability, we derive the equations for calculating the derivative of solution variables with respect to the perturbation parameters.展开更多
基金This research is partially supported by Key Laboratory of Management, Decision and Information Systems,CAS and National Science Foundations of China.
文摘This paper presents sensitivity analysis for parameterized variational inequality problems (VIP). Under appropriate assumption, it is shown that the perturbed solution to parameterized VIP is existent, unique, continuous and differentiable with respect to perturbation parameter. In the case of differentiability, we derive the equations for calculating the derivative of solution variables with respect to the perturbation parameters.