Solving quasi-variational inequalities via their KKT conditions

• 成果类型: Article
• 署名作者: Facchinei, Francisco; Kanzow, Christian; Sagratella, Simone
• 署名单位: Sapienza University Rome; University of Wurzburg
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-013-0637-0
• 发表日期: 2014
• 页码: 369-412
• 关键词: formulation

摘要

We propose to solve a general quasi-variational inequality by using its Karush-Kuhn-Tucker conditions. To this end we use a globally convergent algorithm based on a potential reduction approach. We establish global convergence results for many interesting instances of quasi-variational inequalities, vastly broadening the class of problems that can be solved with theoretical guarantees. Our numerical testings are very promising and show the practical viability of the approach.