A global optimization approach for solving non-monotone variational inequality problems

DOI10.1080/02331930902945009zbMath1177.65097OpenAlexW2010603022MaRDI QIDQ3646094

Masao Fukushima, B. Barsbold, Rentsen Enkhbat, Mend-Amar Majig

Publication date: 19 November 2009

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930902945009

zbMATH Keywords

global optimizationvariational inequalitynumerical examplesLipschitz continuitybranch and bound method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

Related Items (2)

Solving non-monotone equilibrium problems via a DIRECT-type approach ⋮ Improving the solution of variational inequalities based on the optimization approach

Cites Work

• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions
• The gap function of a convex program
• Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
• Global optimization of univariate Lipschitz functions. I: Survey and properties
• On using estimates of Lipschitz constants in global optimization
• An extended descent framework for variational inequalities
• An algorithm for maximizing a convex function over a simple set
• Hybrid evolutionary algorithm for solving general variational inequality problems
• Global Optimization Approach to the Linear Complementarity Problem
• Finite-Dimensional Variational Inequalities and Complementarity Problems

This page was built for publication: A global optimization approach for solving non-monotone variational inequality problems