A canonical duality approach for the solution of affine quasi-variational inequalities

Vittorio Latorre () and Simone Sagratella ()

Journal of Global Optimization, 2016, vol. 64, issue 3, 433-449

Abstract: We propose a new formulation of the Karush–Kunt–Tucker conditions of a particular class of quasi-variational inequalities. In order to reformulate the problem we use the Fisher–Burmeister complementarity function and canonical duality theory. We establish the conditions for a critical point of the new formulation to be a solution of the original quasi-variational inequality showing the potentiality of such approach in solving this class of problems. We test the obtained theoretical results with a simple heuristic that is demonstrated on several problems coming from the academy and various engineering applications. Copyright Springer Science+Business Media New York 2016

Keywords: Quasi-variational inequality; Canonical duality theory; Complementarity (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10898-014-0236-5

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