On the solution of monotone nested variational inequalities
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Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)
Abstract: We study nested variational inequalities, which are variational inequalities whose feasible set is the solution set of another variational inequality. We present a projected averaging Tikhonov algorithm requiring the weakest conditions in the literature to guarantee the convergence to solutions of the nested variational inequality. Specifically, we only need monotonicity of the upper- and the lower-level variational inequalities. Also, we provide the first complexity analysis for nested variational inequalities considering optimality of both the upper- and lower-level.
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