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
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 1996年 / 8卷 / 03期
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.
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页码：289 / 294
页数：6
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