Local indices for degenerate variational inequalities

被引:4
|
作者
Simsek, Alp [1 ]
Ozdaglar, Asuman [2 ]
Acemoglu, Daron [3 ]
机构
[1] MIT, Dept Econ, Off E52 303, Cambridge, MA 02139 USA
[2] MIT, Dept Elect Engn & Comp Sci, Off 32D 630, Cambridge, MA 02139 USA
[3] MIT, Dept Econ, Off E52 380B, Cambridge, MA 02139 USA
关键词
variational inequality; index theory; complementarity problem; uniqueness;
D O I
10.1287/moor.1070.0299
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We provide an index formula for solutions of variational inequality problems defined by a continuously differentiable function F over a convex set At represented by a finite number of inequality constraints. Our index formula can be applied when the solutions are nonsingular and possibly degenerate, as long as they also satisfy the injective normal map (INM) property, which is implied by strong stability. We show that when the INM property holds, the degeneracy in a solution can be removed by perturbing the function F slightly, i.e., the index of a degenerate solution is equal to the index of a nondegenerate solution of a slightly perturbed variational inequality problem. We further show that our definition of the index is equivalent to the topological index of the normal map at the zero corresponding to the solution. As an application of our index formula, we provide a global index theorem for variational inequalities which holds even when the solutions are degenerate.
引用
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页码:291 / 300
页数:10
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