A canonical duality approach for the solution of affine quasi-variational inequalities (Q280972)

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.