Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator.
Samir AdlyLoïc BourdinPublished in: SIAM J. Optim. (2018)
Keyphrases
- variational inequalities
- sensitivity analysis
- lipschitz continuity
- nonlinear programming
- managerial insights
- variational inequality problems
- hilbert spaces
- complementarity problems
- set valued
- linear complementarity problem
- influence diagrams
- saddle point
- convex sets
- linearly constrained
- image processing
- boundary conditions
- fixed point
- sufficient conditions