Solving asymmetric variational inequalities via convex optimization
نویسندگان
چکیده
Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of this reformulation. We thereby identify a class of VIs that includes monotone affine VIs over polyhedra, which may be solved by commercial optimization solvers. © 2005 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 34 شماره
صفحات -
تاریخ انتشار 2006