A NUMERICAL APPROACH TO OPTIMIZATION PROBLEMS WITH VARIATIONAL INEQUALITY CONSTRAINTS

被引：79

作者：

OUTRATA, J

ZOWE, J

机构：

[1] Mathematical Institute, University of Bayreuth, Bayreuth

来源：

MATHEMATICAL PROGRAMMING | 1995年 / 68卷 / 01期

关键词：

VARIATIONAL INEQUALITIES; SENSITIVITY ANALYSIS; GENERALIZED JACOBIAN;

D O I：

10.1007/BF01585759

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Optimization problems with variational inequality constraints are converted to constrained minimization of a local Lipschitz function. To this minimization a non-differentiable optimization method is used; the required subgradients of the objective are computed by means of a special adjoint equation. Besides tests with some academic examples, the approach is applied to the computation of the Stackelberg-Cournot-Nash equilibria and to the numerical solution of a class of quasi-variational inequalities.

引用

页码：105 / 130

页数：26

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