Solving two-level variational inequality

被引:21
|
作者
Kalashnikov, VV [1 ]
Kalashnikova, NI [1 ]
机构
[1] CENT ECON & MATH INST,DEPT EXPT ECON,MOSCOW 117418,RUSSIA
关键词
variational inequality; parametrization; pseudo-monotone mapping; penalty function algorithm;
D O I
10.1007/BF00121270
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
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.
引用
收藏
页码:289 / 294
页数:6
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