Gap Functions for Quasivariational Inequalities and Generalized Nash Equilibrium Problems

D. Aussel (), R. Correa () and M. Marechal ()
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D. Aussel: Université de Perpignan
R. Correa: Universidad de Chile
M. Marechal: Université de Perpignan

Journal of Optimization Theory and Applications, 2011, vol. 151, issue 3, No 3, 474-488

Abstract: Abstract The gap function (or merit function) is a classic tool for reformulating a Stampacchia variational inequality as an optimization problem. In this paper, we adapt this technique for quasivariational inequalities, that is, variational inequalities in which the constraint set depends on the current point. Following Fukushima (J. Ind. Manag. Optim. 3:165–171, 2007), an axiomatic approach is proposed. Error bounds for quasivariational inequalities are provided and an application to generalized Nash equilibrium problems is also considered.

Keywords: Gap function; Merit function; Set-valued map; Quasivariational inequality; Nash equilibrium (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s10957-011-9898-z

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