Nonsingularity and Stationarity Results for Quasi-Variational Inequalities

Axel Dreves () and Simone Sagratella ()
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Axel Dreves: University of the Bundeswehr Munich
Simone Sagratella: Sapienza University of Rome

Journal of Optimization Theory and Applications, 2020, vol. 185, issue 3, No 3, 743 pages

Abstract: Abstract The optimality system of a quasi-variational inequality can be reformulated as a non-smooth equation or a constrained equation with a smooth function. Both reformulations can be exploited by algorithms, and their convergence to solutions usually relies on the nonsingularity of the Jacobian, or the fact that the merit function has no nonoptimal stationary points. We prove new sufficient conditions for the absence of nonoptimal constrained or unconstrained stationary points that are weaker than some known ones. All these conditions exploit some properties of a certain matrix, but do not require the nonsingularity of the Jacobian. Further, we present new necessary and sufficient conditions for the nonsingularity of the Jacobian that are based on the signs of certain determinants. Additionally, we consider generalized Nash equilibrium problems that are a special class of quasi-variational inequalities. Exploiting their structure, we also prove some new sufficient conditions for stationarity and nonsingularity results.

Keywords: Quasi-variational inequality; Generalized Nash equilibrium problem; Nonsingularity; Nonoptimal stationary points; 65K10; 90C33 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-020-01678-x

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