First-Order Sensitivity of Linearly Constrained Strongly Monotone Composite Variational Inequalities∗

Abstract

Extending the characterization of the directional derivatives of a strongly regular solution to a variational inequality under parameter perturbations, this paper derives a first-order sensitivity result for a monotone-plus affine variational inequality (AVI) having non-isolated solutions. The result employs a “directional AVI” whose solutions provide the… (More)

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