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Bound Constrained Smooth Optimization for Solving Variational Inequalities and Related Problems

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Abstract

Variational inequalities and related problems may be solved via smooth bound constrained optimization. A comprehensive discussion of the important features involved with this strategy is presented. Complementarity problems and mathematical programming problems with equilibrium constraints are included in this report. Numerical experiments are commented. Conclusions and directions of future research are indicated.

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Authors and Affiliations

  1. Department of Computer Sciences and Statistics, University of the State of S. Paulo (UNESP), São José do Rio Preto, SP, Brazil

    Roberto Andreani

  2. Department of Applied Mathematics, IMECC, University of Campinas, Caixa Postal 6065, 13081-970, Campinas, SP, Brazil

    Ana Friedlander

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  1. Roberto Andreani
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  2. Ana Friedlander
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Andreani, R., Friedlander, A. Bound Constrained Smooth Optimization for Solving Variational Inequalities and Related Problems. Annals of Operations Research 116, 179–198 (2002). https://doi.org/10.1023/A:1021336531779

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