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Type: Artigo de periódico
Title: Reformulation of variational inequalities on a simplex and compactification of complementarity problems
Author: Andreani, R
Martinez, JM
Abstract: Many 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.
Subject: variational inequalities
minimization algorithms
Country: EUA
Editor: Siam Publications
Citation: Siam Journal On Optimization. Siam Publications, v. 10, n. 3, n. 878, n. 895, 2000.
Rights: aberto
Identifier DOI: 10.1137/S1052623499352826
Date Issue: 2000
Appears in Collections:Unicamp - Artigos e Outros Documentos

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