Solving two-Level variational inequality |
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| Authors: | Vyacheslav V. Kalashnikov Natalia I. Kalashinikova |
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| Affiliation: | (1) Department of Experimental Economics, Central Economics and Mathematics Institute (CEMI), 117418 Moscow, Russia |
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| Abstract: | An approach to solving a mathematical program with variational inequality or nonlinear complementarity constraints is presented. It consists in a variational re-formulation of the optimization criterion and looking for a solution of thus obtained variational inequality among the points satisfying the initial variational constraints.This research was supported by the Russian Fundamental Research Foundation, Grant No. 93-012-842 |
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| Keywords: | Variational inequality parametrization pseudo-monotone mapping penalty function algorithm |
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