Abstract
In this paper we propose a class of merit functions for variational inequality problems (VI). Through these merit functions, the variational inequality problem is cast as unconstrained minimization problem. We estimate the growth rate of these merit functions and give conditions under which the stationary points of these functions are the solutions of VI.
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This work was supported by the state key project “Scientific and Engineering Computing”.
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Peng, JM. Equivalence of variational inequality problems to unconstrained minimization. Mathematical Programming 78, 347–355 (1997). https://doi.org/10.1007/BF02614360
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DOI: https://doi.org/10.1007/BF02614360