A Merit Function for Variational Inequalities Applied to Equilibrium Problems

Gianfranco Corradi

Computational Economics, 2001, vol. 18, issue 3, 273-86

Abstract: In this note, we introduce a new continuously differentiable merit function for solving variational inequalities. Our function is closely related to the augmented Lagrangian function for nonlinear optimization problems. We solve two equilibrium problems and obtain numerical results making use of a quasi-Newton method. Our computational experience shows that the new function performs quite well. Copyright 2001 by Kluwer Academic Publishers

Date: 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
http://journals.kluweronline.com/issn/0927-7099/contents (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:compec:v:18:y:2001:i:3:p:273-86

Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/10614/PS2

Access Statistics for this article

Computational Economics is currently edited by Hans Amman

More articles in Computational Economics from Springer, Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().