Asymmetric variational inequality problems over product sets: Applications and iterative methods |
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Authors: | Jong-Shi Pang |
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Institution: | (1) School of Management, The University of Texas at Dallas, Box 688, 75080 richardson, TX, USA |
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Abstract: | In this paper, we (i) describe how several equilibrium problems can be uniformly modelled by a finite-dimensional asymmetric
variational inequality defined over a Cartesian product of sets, and (ii) investigate the local and global convergence of
various iterative methods for solving such a variational inequality problem. Because of the special Cartesian product structure,
these iterative methods decompose the original variational inequality problem into a sequence of simpler variational inequality
subproblems in lower dimensions. The resulting decomposition schemes often have a natural interpretation as some adjustment
processes.
This research was based on work supported by the National Science Foundation under grant ECS 811–4571. |
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Keywords: | Variational Inequality Iterative Methods Product Sets Decomposition Equilibrium Models |
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