A NUMERICAL APPROACH TO OPTIMIZATION PROBLEMS WITH VARIATIONAL INEQUALITY CONSTRAINTS

Authors
OUTRATA J ZOWE J
Citation
J. Outrata et J. Zowe, A NUMERICAL APPROACH TO OPTIMIZATION PROBLEMS WITH VARIATIONAL INEQUALITY CONSTRAINTS, Mathematical programming, 68(1), 1995, pp. 105-130
Citations number
36
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
68
Issue
1
Year of publication
1995
Pages
105 - 130
Database
ISI
SICI code
0025-5610(1995)68:1<105:ANATOP>2.0.ZU;2-Y
Abstract
Optimization problems with variational inequality constraints are conv erted to constrained minimization of a local Lipschitz function. To th is minimization a non-differentiable optimization method is used; the required subgradients of the objective are computed by means of a spec ial adjoint equation. Besides tests with some academic examples, the a pproach is applied to the computation of the Stackelberg-Cournot-Nash equilibria and to the numerical solution of a class of quasi-variation al inequalities.