Solution of two-level variational inequality
The mathematical programming problem with variational inequality constraints, or the complementary problem, often arises in the analysis of physical and socio-economic systems. At present, such problems are mostly solved by heuristic methods. In a recent paper, Harker and Choi described an approach based on external penalty functions, which is applied after restating the variational inequality constraint in optimization form. An alternative approach to the solution of the problem conversely involves restating its optimization part in the form of an appropriate variational inequality, whose solution is then sought on the set of feasible vectors that satisfy the original inequality constraint. In this paper, we propose a penalty technique for solving the resulting problem, which is accordingly reduced to a one-level variational inequality dependent on a penalty parameter.
- OSTI ID:
- 457603
- Journal Information:
- Cybernetics and Systems Analysis, Journal Name: Cybernetics and Systems Analysis Journal Issue: 4 Vol. 30; ISSN CYASEC; ISSN 1060-0396
- Country of Publication:
- United States
- Language:
- English
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