Reformulation of variational inequalities on a simplex and compactification of complementarity problems

dc.contributorUniversidade Estadual Paulista (UNESP)
dc.creatorAndreani, R.
dc.creatorMartinez, J. M.
dc.date2014-05-20T15:26:40Z
dc.date2016-10-25T18:01:19Z
dc.date2014-05-20T15:26:40Z
dc.date2016-10-25T18:01:19Z
dc.date2000-06-06
dc.date.accessioned2017-04-05T23:58:10Z
dc.date.available2017-04-05T23:58:10Z
dc.identifierSiam Journal on Optimization. Philadelphia: Siam Publications, v. 10, n. 3, p. 878-895, 2000.
dc.identifier1052-6234
dc.identifierhttp://hdl.handle.net/11449/36793
dc.identifierhttp://acervodigital.unesp.br/handle/11449/36793
dc.identifier10.1137/S1052623499352826
dc.identifierWOS:000087452000013
dc.identifierhttp://dx.doi.org/10.1137/S1052623499352826
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/880236
dc.descriptionMany variational inequality problems (VIPs) can be reduced, by a compactification procedure, to a VIP on the canonical simplex. Reformulations of this problem are studied, including smooth reformulations with simple constraints and unconstrained reformulations based on the penalized Fischer-Burmeister function. It is proved that bounded level set results hold for these reformulations under quite general assumptions on the operator. Therefore, it can be guaranteed that minimization algorithms generate bounded sequences and, under monotonicity conditions, these algorithms necessarily nd solutions of the original problem. Some numerical experiments are presented.
dc.languageeng
dc.publisherSiam Publications
dc.relationSIAM Journal on Optimization
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectvariational inequalities
dc.subjectcomplementarity
dc.subjectminimization algorithms
dc.subjectreformulation
dc.titleReformulation of variational inequalities on a simplex and compactification of complementarity problems
dc.typeOtro


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