参数变分不等式的灵敏性分析(英文)  

Sensitivity Analysis of a Parametric Variational Inequality

作　　者：范丽亚[1] 刘三阳[1] 

机构地区：[1]西安电子科技大学应用数学系,西安710071

出　　处：《运筹学学报》2002年第1期61-66,共6页Operations Research Transactions

基　　金：This research is supported by National Natural Science Foundation of China (69972036); Shaanxi Province's Natural Science Research Project (2000SL03).

摘　　要：本文在所给函数和映射均不可微的前提下,通过建立参数变分不等式和参数Wiener-Hopf方程的等价性,分析了Hilbert空间中参数变分不等式的局部唯一解的灵敏性.文中所用方法是N.D.Yen之方法的改进,使用这一方法可大大简化N.D.Yen一文中主要结果（引理2.1）的证明.In this paper, we study sensitivity analysis of the locally unique solution of a parametric variational inequality in a Hilbert space without assuming differentiability of the given data by establishing the equivalence of a parametric variational inequality and a parametric Wiener-Hopf equation. The method used in this paper is an improvement of that of N.D.Yen. The N.D.Yen's proof of his main result (Lemma 2.1) is simplified greatly by using this method.

关 键 词：灵敏性分析 参数变分不等式 WIENER-HOPF方程 希尔伯特空间 

分 类 号：O178[理学—数学] O178[理学—基础数学]