Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization

We study equilibrium models governed by parameter-dependent quasi-variational inequalities important from the viewpoint of optimization/equilibrium theory as well as numerous applications. The main focus is on quasi-variational inequalities with parameters entering both single-valued and multivalued...

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Vydáno v:SIAM journal on optimization Ročník 18; číslo 2; s. 389 - 412
Hlavní autoři: Mordukhovich, Boris S., Outrata, Jiří V.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Philadelphia Society for Industrial and Applied Mathematics 01.01.2007
Témata:
Applied mathematics
Calculus
Equilibrium
Grants
Localization
Numerical analysis
Optimization
ISSN:1052-6234, 1095-7189
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Abstract We study equilibrium models governed by parameter-dependent quasi-variational inequalities important from the viewpoint of optimization/equilibrium theory as well as numerous applications. The main focus is on quasi-variational inequalities with parameters entering both single-valued and multivalued parts of the corresponding generalized equations in the sense of Robinson. The main tools of our variational analysis involve coderivatives of solution maps to quasi-variational inequalities, which allow us to obtain efficient conditions for robust Lipschitzian stability of quasi-variational inequalities and also to derive new necessary optimality conditions for mathematical programs with quasi-variational constraints. To conduct this analysis, we develop new results on coderivative calculus for structural settings involved in our models. The results obtained are illustrated by applications to some optimization and equilibrium models related to parameterized Nash games of two players and to oligopolistic market equilibria.
AbstractList We study equilibrium models governed by parameter-dependent quasi-variational inequalities important from the viewpoint of optimization/equilibrium theory as well as numerous applications. The main focus is on quasi-variational inequalities with parameters entering both single-valued and multivalued parts of the corresponding generalized equations in the sense of Robinson. The main tools of our variational analysis involve coderivatives of solution maps to quasi-variational inequalities, which allow us to obtain efficient conditions for robust Lipschitzian stability of quasi-variational inequalities and also to derive new necessary optimality conditions for mathematical programs with quasi-variational constraints. To conduct this analysis, we develop new results on coderivative calculus for structural settings involved in our models. The results obtained are illustrated by applications to some optimization and equilibrium models related to parameterized Nash games of two players and to oligopolistic market equilibria.
Author Mordukhovich, Boris S.
Outrata, Jiří V.
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SubjectTerms Applied mathematics
Calculus
Equilibrium
Grants
Localization
Numerical analysis
Optimization
Title Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
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