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CODERIVATIVE ANALYSIS OF QUASI-VARIATIONAL INEQUALITIES WITH APPLICATIONS TO STABILITY AND OPTIMIZATION.

Authors :
Mordukhovich, Boris S.
Outrata, Jiří V.
Source :
SIAM Journal on Optimization; 2007, Vol. 18 Issue 2, p389-412, 24p, 1 Diagram
Publication Year :
2007

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 mad 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
18
Issue :
2
Database :
Complementary Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
32533752
Full Text :
https://doi.org/10.1137/060665609