1997•Optimization methods & softwareRequires access

Global method for monotone variational inequality probelms on polyhedral sets

Jiming Peng

Abstract

In this paper, we consider the optimization method for monotone variational inequality probleln on polyhedral sets. First, we consider the mixed complementarity problem based on the original problem. Then, a merit function for the mixed complementarity problem is proposed and s desirable properties of the merit function are obtained. Under certain assumptions, we show tthat any stationary point of the merit function is a solution of the original problem. A descent metlpod for the optimization problem is proposed and the global convergence of the method is shown

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Key concepts: Complementarity (molecular biology), Variational inequality, Complementarity theory, Monotone polygon, Mixed complementarity problem, Mathematics, Mathematical optimization, Inequality