Abstract
This paper investigates solution stability of parametric variational inequalities over Euclidean balls in finite dimensional spaces. We provide exact formulas for computing required coderivatives of the normal cone mappings to Euclidean balls via the initial data. On the basis of these formulas, we establish necessary and sufficient conditions for Lipschitzian stability of the solution maps of the aforementioned variational inequalities.
Similar content being viewed by others
References
Bonnans JS, Shapiro A (2000) Perturbation analysis of optimization problems. Springer, New York
Conn AR, Gould NIM, Toint PL (2000) Trust-region methods. MPS-SIAM Ser. Optim, Philadelphia
Dontchev AL, Rockafellar RT (2009) Implicit functions and solution mappings. Springer, Dordrecht
Facchinei F, Pang J-P (2003) Finite-dimesional variational inequalities and complementarity problems. Springer, New York
Le Thi HA, Pham-Dinh T, Yen ND (2011) Properties of two dc algorithms in quadratic programming. J Global Optim 49:481–495
Lee GM, Tam NN, Yen ND (2012) Stability of linear-quadratic minimization over Euclidean balls. SIAM J Optim 22:936–952
Lee GM, Yen ND (Submitted) Coderivatives of a Karush-Kuhn-Tucker point set map and applications. SIAM J Optim
Lee GM, Yen ND (2011) Fréchet and normal coderivatives of implicit multifunctions. Appl Anal 90:1011–1027
Lu S, Robinson SM (2008) Variational inequalities over perturbed polyhedral convex sets. Math Oper Res 33:689–711
Lucidi S, Palagi L, Roma M (1998) On some properties of quadratic programs with a convex quadratic constraint. SIAM J Optim 8:105–122
Martinez JM (1994) Local minimizers of quadratic functions on Euclidean balls and spheres. SIAM J Optim 4:159–176
Mordukhovich BS (2006) Variational analysis and generalized differentiation, vol. I: basic heory and vol II: applications. Springer, Berlin
Pham Dinh T, Le Thi HA (1998) A d.c. optimization algorithm for solving the trust-region subproblem. SIAM J Optim 8:476–505
Qui NT, Yen ND (Submitted) A class of linear generalized equations. Nonlinear Anal
Robinson SM (1979) Generalized equations and their solutions. I. Basic theory. Math Program Stud 10:128–141
Robinson SM (1980) Strongly regular generalized equations. Math Oper Res 5:43–62
Rockafellar RT, Wets RJ-B (1998) Variational analysis. Springer, Berlin
Tuan HN, Yen ND (2011) Convergence of Pham Dinh-Le Thi’s algorithm for the trust-region subproblem. J Global Optim (online first). doi:10.1007/s10898-011-9820-0, 21 December 2011
Yao J-C, Yen ND (2010) Parametric variational system with a smooth-boundary constraint set. Springer Optim Appl 47:205–221
Author information
Authors and Affiliations
Corresponding author
Additional information
This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under grant number 101.02-2011.01. The author thanks the anonymous referees for their useful remarks and suggestions.
Rights and permissions
About this article
Cite this article
Qui, N.T. Variational inequalities over Euclidean balls. Math Meth Oper Res 78, 243–258 (2013). https://doi.org/10.1007/s00186-013-0442-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00186-013-0442-9