A canonical duality approach for the solution of affine quasi-variational inequalities (Q280972): Difference between revisions
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English | A canonical duality approach for the solution of affine quasi-variational inequalities |
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A canonical duality approach for the solution of affine quasi-variational inequalities (English)
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10 May 2016
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The authors consider quasi-variational inequality problems where both the cost and constraint mappings are affine. This property allows them to write the optimality conditions involving the usual complementarity problem. Using the Fischer-Burmeister gap function, they rewrite the optimality conditions as an unconstrained optimization problem and propose its several reformulations by using the so-called canonical duality approach. The authors give some relationships among stationary points of these problems and conditions for recognizing the global solutions. A heuristic algorithm based on these properties is suggested. Its performance is illustrated by computational experiments.
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quasi-variational inequality
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affine mappings
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optimality conditions
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complementarity problems
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gap functions
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canonical duality
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stationary points
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