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

DOI10.1080/02331930902945009MaRDI QIDQ3646094zbMATH OpenOpenAlexFDO

Authors Mend-Amar Majig, B. Barsbold, R. Enkhbat, Masao Fukushima

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

branch and bound methodglobal optimizationLipschitz continuitynumerical examplesvariational inequality

Mathematics Subject Classification ID

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

Recommendations

• Global method for monotone variational inequality problems with inequality constraints
• Global convergence of descent processes for solving non strictly monotone variational inequalities
• A non-monotone hybrid Newton method for solving the variational inequality problems
• Canonical duality theory for solving non-monotone variational inequality problems
• Global method for monotone variational inequality probelms on polyhedral sets

Cites work

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

Cited in

(6)

• Global method for monotone variational inequality problems with inequality constraints
• Canonical duality theory for solving non-monotone variational inequality problems
• Solving non-monotone equilibrium problems via a DIRECT-type approach
• Improving the solution of variational inequalities based on the optimization approach
• Solving nonmonotone affine variational inequalities problem by DC programming and DCA
• Global variational methods on a class of nonsmooth nonholonomic constraints

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3646094)