ISSN:
1436-4646
Keywords:
primary 49B34
;
secondary 90C31
;
93C30
;
Variational inequalities
;
Sensitivity analysis
;
Generalized Jacobian
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Optimization problems with variational inequality constraints are converted to constrained minimization of a local Lipschitz function. To this minimization a non-differentiable optimization method is used; the required subgradients of the objective are computed by means of a special adjoint equation. Besides tests with some academic examples, the approach is applied to the computation of the Stackelberg—Cournot—Nash equilibria and to the numerical solution of a class of quasi-variational inequalities.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01585759
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