scientific article; zbMATH DE number 4211817

MaRDI QIDQ3360013zbMATH OpenFDO

Authors Patrick T. Harker, Seung-Chan Choi

Publication date 1991

zbMATH Keywords

complementarity or variational inequality constraintslocally convergent algorithmNash equilibrium solutionpenalty functionsimplicial decomposition

Mathematics Subject Classification ID

Variational inequalities (49J40) Decomposition methods (49M27) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Solving two-level variational inequality
• A lagrangian penalty function method for monotone variational inequalities
• scientific article; zbMATH DE number 4096233
• Numerical Stability and Efficiency of Penalty Algorithms
• A penalty approach for a box constrained variational inequality problem

Cited in

(13)

• A numerical approach to optimization problems with variational inequality constraints
• Partially strictly monotone and nonlinear penalty functions for constrained mathematical programs
• Solving two-level variational inequality
• Solution of a two-level variational inequality
• Stochastic mathematical programs with equilibrium constraints
• Variational inequality type formulations of general market equilibrium problems with local information
• Application of the penalty method to limit quasi-equilibrium problems
• Equilibrium formulations of relative optimization problems
• Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
• Numerical Stability and Efficiency of Penalty Algorithms
• A note on a class of equilibrium problems with equilibrium constraints.
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Reflexion processes and equilibrium in an oligopoly model with a leader

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3360013)