New Condition Characterizing the Solutions of Variational Inequality Problems

R. Gárciga Otero () and B. F. Svaiter ()
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R. Gárciga Otero: Instituto de Economia da Universidade Federal de Rio de Janeiro
B. F. Svaiter: Instituto de Matemática Pura e Aplicada

Journal of Optimization Theory and Applications, 2008, vol. 137, issue 1, No 8, 89-98

Abstract: Abstract This paper is devoted to the study of a new necessary condition in variational inequality problems: approximated gradient projection (AGP). A feasible point satisfies such condition if it is the limit of a sequence of the approximated solutions of approximations of the variational problem. This condition comes from optimization where the error in the approximated solution is measured by the projected gradient onto the approximated feasible set, which is obtained from a linearization of the constraints with slack variables to make the current point feasible. We state the AGP condition for variational inequality problems and show that it is necessary for a point being a solution even without constraint qualifications (e.g., Abadie’s). Moreover, the AGP condition is sufficient in convex variational inequalities. Sufficiency also holds for variational inequalities involving maximal monotone operators subject to the boundedness of the vectors in the image of the operator (playing the role of the gradients). Since AGP is a condition verified by a sequence, it is particularly interesting for iterative methods.

Keywords: Optimality conditions; Variational inequalities; Approximated solutions; Polyhedral approximations; Approximated gradient projections (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10957-007-9320-z

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