Imputing a variational inequality function or a convex objective function: a robust approach

DOI10.1016/j.jmaa.2016.09.031zbMath1415.91100OpenAlexW2521755366MaRDI QIDQ2408655

Jérôme Thai, Alexandre M. Bayen

Publication date: 12 October 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.09.031

zbMATH Keywords

convex optimizationvariational inequalityinverse programming

Mathematics Subject Classification ID

Decision theory (91B06) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (1)

Using inverse optimization to learn cost functions in generalized Nash games

Uses Software

• OPECgen

Cites Work

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• Survey of multi-objective optimization methods for engineering
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• A smoothing method for mathematical programs with equilibrium constraints
• Foundations of bilevel programming
• Solving asymmetric variational inequalities via convex optimization
• Linear Matrix Inequalities in System and Control Theory
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Optimality conditions for bilevel programming problems
• Multicriteria Optimization
• Estimating Dynamic Models of Imperfect Competition

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