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A canonical duality approach for the solution of affine quasi-variational inequalities

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Abstract

We propose a new formulation of the Karush–Kunt–Tucker conditions of a particular class of quasi-variational inequalities. In order to reformulate the problem we use the Fisher–Burmeister complementarity function and canonical duality theory. We establish the conditions for a critical point of the new formulation to be a solution of the original quasi-variational inequality showing the potentiality of such approach in solving this class of problems. We test the obtained theoretical results with a simple heuristic that is demonstrated on several problems coming from the academy and various engineering applications.

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Authors and Affiliations

  1. Department of Computer, Control and Management Engineering, “Sapienza”, University of Rome, Via Ariosto 25, 00185, Rome, Italy

    Vittorio Latorre & Simone Sagratella

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  1. Vittorio Latorre
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  2. Simone Sagratella
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Correspondence to Vittorio Latorre.

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Latorre, V., Sagratella, S. A canonical duality approach for the solution of affine quasi-variational inequalities. J Glob Optim 64, 433–449 (2016). https://doi.org/10.1007/s10898-014-0236-5

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