Dual approach for a class of implicit convex optimization problems

Igor Konnov ()

Mathematical Methods of Operations Research, 2004, vol. 60, issue 1, 87-99

Abstract: The problem of finding a solution to a system of variational inequalities, which can be interpreted as a generalization of a convex optimization problem under arbitrary right-hand side constraint perturbations, is considered. We suggest this problem to be converted into a mixed variational inequality formulation of optimality conditions for a nonconvex and nonsmooth optimization problem. The latter problem can be solved by splitting type methods. Additional examples of applications to certain equilibrium type problems are also given. Copyright Springer-Verlag 2004

Keywords: Implicit convex optimization; Arbitrary perturbations; Splitting method (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s001860300337

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