SENSITIVITY ANALYSIS FOR PARAMETERIZED VARIATIONAL INEQUALITY PROBLEMS  

SENSITIVITY ANALYSIS FOR PARAMETERIZED VARIATIONAL INEQUALITY PROBLEMS

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作  者:LiFei 

机构地区:[1]TheCollegeofEconomics,BeijingTechnologyandBusinessUniversity,Beijing100037,China

出  处:《Journal of Systems Science & Complexity》2004年第4期445-451,共7页系统科学与复杂性学报(英文版)

基  金:This research is partially supported by Key Laboratory of Management, Decision and Information Systems,CAS and National Science Foundations of China.

摘  要: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.

关 键 词:sensitivity analysis parameterized VIP perturbed solution 

分 类 号:O178[理学—数学]

 

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