Solving variational inequalities with coupling contraints with the use of differential equations
type: Item
instance of: scholarly article
title: Solving variational inequalities with coupling contraints with the use of differential equations
zbMATH Open document ID: 1016.49011
DOI: 10.1007/BF02757358
author: Anatoliǐ Sergeevich Antipin
published in: Differential Equations
publication date: 2003-07-16T00:00:00Z
review text: 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.
reviewed by: Igor Bock
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 91A05
zbMATH DE Number: 1685324
zbMATH Keywords: variational inequality
zbMATH Keywords: coupling constraints
zbMATH Keywords: symmetrization
MaRDI profile type: MaRDI publication profile
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full work available at URL: https://doi.org/10.1007/bf02757358
OpenAlex ID: W1993509857
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description: scientific article; zbMATH DE number 1685324