Solving variational inequalities with coupling contraints with the use of differential equations
The author deals with the variational inequality with coupling constraints \[ \langle F(v^*),w-v^*\rangle\geq 0\;\forall w\in \Omega_0,\;g(v^*w)\leq 0, \] where \[ F:\mathbb{R}^n\to \mathbb{R}^n,\;g:\mathbb{R}^n\times \mathbb{R}^n\to \mathbb{R}^m,\;\Omega_0\subset \mathbb{R}^n, \] \(\Omega_0\) a closed convex set. The best-known problems in which coupling constraints arise intrinsically are mentioned. Among them : A two person game with coupling constraints, the simplest model of price equilibrium, a multicriterial model for decision making on a set of efficient points, quasivariational inequalities and two-level programming. The method of symmetrization is applied to solving the considered problem. Another method used by the author is the transformation of the problem to the saddle problem after using the projection operator \(\pi_{\Omega_0}\). After rewriting the operator equation containing the projection operator in terms of the Lagrange function the author constructs a trajectory of a feedback-controlled differential gradient convergent to a solution of the investigated variational inequality. The trajectory is formally described as the initial value problem for the system of two nonlinear first order differential equations.
scientific article; zbMATH DE number 1685324