DocServer

Sensitivity Analysis for optimization problems with variational inequality constraints

Lucet, Yves and Ye, Jane J. (1999) Sensitivity Analysis for optimization problems with variational inequality constraints. [Preprint]

[img]
Preview
Postscript
Download (251Kb) | Preview
    [img]
    Preview
    PDF
    Download (240Kb) | Preview

      Abstract

      In this paper we perform sensitivity analysis for optimization problems with variational inequality constraints (OPVIC). We provide estimates for the limiting subgradient (singular limiting subgradient) of the value function in terms of the set of normal (abnormal) Coderivative (CD) multipliers for (OPVIC). For the case of optimization problem with complementarity constraints (OPCC), we proved that there always exist nonzero abnormal Nonlinear Programming (NLP) multipliers. Hence the NLP multipliers may not provide useful information on the subgradients of the value function while the CD multipliers may provide tighter bounds. Applications to the sensitivity analysis of bilevel programming problems are also given.

      Item Type: Preprint
      Additional Information: pubdom FALSE
      Uncontrolled Keywords: sensitivity analysis, optimization problems, variational inequality constraints, complementarity constraints, limiting subgradients, value functions, bilevel programming problems
      Subjects: UNSPECIFIED
      Faculty: UNSPECIFIED
      Depositing User: Users 1 not found.
      Date Deposited: 28 Nov 2003
      Last Modified: 21 Apr 2010 11:13
      URI: https://docserver.carma.newcastle.edu.au/id/eprint/247

      Actions (login required)

      View Item