SIAM Journal on Control and Optimization, Vol.40, No.3, 699-723, 2001
Sensitivity analysis of the value function for optimization problems with variational inequality constraints
In this paper we perform sensitivity analysis for optimization problems with variational inequality constraints (OPVICs). We provide upper estimates for the limiting subdifferential (singular limiting subdifferential) of the value function in terms of the set of normal (abnormal) coderivative (CD) multipliers for OPVICs. For the case of optimization problems with complementarity constraints (OPCCs), we provide upper estimates for the limiting subdifferentials in terms of various multipliers. An example shows that the other multipliers may not provide useful information on the subdifferentials of the value function, while the CD multipliers may provide tighter bounds. Applications to sensitivity analysis of bilevel programming problems are also given.
Keywords:sensitivity analysis;optimization problems;variational inequality constraints;complementarity constraints;limiting subdifferentials;value functions;bilevel programming problems