Solution of Finite-Dimensional Variational Inequalities Using Smooth Optimization with Simple Bounds

R. Andreani, A. Friedlander and J. M. Martínez
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R. Andreani: University of Campinas
A. Friedlander: University of Campinas
J. M. Martínez: University of Campinas

Journal of Optimization Theory and Applications, 1997, vol. 94, issue 3, No 5, 635-657

Abstract: Abstract The variational inequality problem is reduced to an optimization problem with a differentiable objective function and simple bounds. Theoretical results are proved, relating stationary points of the minimization problem to solutions of the variational inequality problem. Perturbations of the original problem are studied and an algorithm that uses the smooth minimization approach for solving monotone problems is defined.

Keywords: Variational inequalities; box constrained optimization; complementarity (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022601017090

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