Global Method for Monotone Variational Inequality Problems with Inequality Constraints

J. M. Peng
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J. M. Peng: Academia Sinica

Journal of Optimization Theory and Applications, 1997, vol. 95, issue 2, No 10, 419-430

Abstract: Abstract We consider optimization methods for monotone variational inequality problems with nonlinear inequality constraints. First, we study the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed, and some desirable properties of the merit function are obtained. Through the merit function, the original variational inequality problem is reformulated as simple bounded minimization. Under certain assumptions, we show that any stationary point of the optimization problem is a solution of the problem considered. Finally, we propose a descent method for the variational inequality problem and prove its global convergence.

Keywords: Variational inequality problems; mixed complementarity problems; optimization methods (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022695523877

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