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    Numerische Mathematik und Optimierung

    TALK: Jiri Outrata (Czech Academy of Sciences / Prag, Czech Republic) [English]

    26.11.2018

    Abstract: One considers a class of variational systems the constraints of which depend both on a parameter as well as on the decision variable itself. In this way one can model, e.g., quasi-variational inequalities or implicit complementarity problems. On the basis of the recently developed directional limiting calculus a new sufficient condition for the Aubin/Lipschitz like property of the respective solution map will be derived. At the same time this approach leads to a workable formula for the graphical derivative of this solution map which may be used in various sensitivity issues. The results can be applied in post-optimal analysis or in some problems with equilibrium constraints and will be illustrated by an academic example.

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