The alternating directions method for a kind of structured variational inequality problem (He, 2001) is an attractive method for structured monotone variational inequality problems. In each iteration, the subproblems are convex quadratic minimization problem with simple constraints and a well-conditioned system of nonlinear equations that can be efficiently solved using classical methods. Resea...

The equilibrium problem with equilibrium constraints (EPEC) can be looked on as a generalization of Nash equilibrium problem (NEP) and the mathematical program with equilibrium constraints (MPEC) whose constraints contain a parametric variational inequality or complementarity system. In this paper, we particularly consider a special class of EPECs where a common parametric P-matrix linear compl...

For variational inequalities, various merit functions, such as the gap function, the regularized gap function, the D-gap function and so on, have been proposed. These functions lead to equivalent optimization formulations and are used to optimization-based methods for solving variational inequalities. In this paper, we extend the regularized gap function and the D-gap functions for a quasi-vari...

In this paper, we consider the algorithm proposed in recent years by Censor, Gibali and Reich, which solves split variational inequality problem, and Korpelevich's extragradient method, which solves variational inequality problems. As our main result, we propose an iterative method for finding an element to solve a class of split variational inequality problems under weaker conditions and get a...

We consider the calibration of a Lévy process with American vanilla options. The price of an American vanilla option as a function of the maturity and the strike satisfies a forward in time linear complementarity problem involving a partial integro-differential operator. It leads to a variational inequality in a suitable weighted Sobolev space. Calibrating the Lévy process amounts to solving an...

In this paper, we introduce a new class of general mixed vector F -implicit complementarity problems and general mixed vector F -implicit variational inequality problems, and study the equivalence between of them under certain assumptions in Banach spaces. We also derive some new existence theorems of solutions for the general mixed vector F -implicit complementarity problems and the general mi...

In this paper, we propose a concept of polynomiality for variational inequality problems and show how to find a near optimal solution of variational inequality problems in a polynomial number of iterations. To establish this result we build upon insights from several algorithms for linear and nonlinear programs (the ellipsoid algorithm, the method of centers of gravity, the method of inscribed ...

In this paper we investigate optimal control problems governed by variational inequalities. We give optimality conditions under classical assumptions using a dual regularized functional to interpret the Variational Inequality. 1. Introduction. In this paper we investigate optimal control problems governed by vari-ational inequalities of obstacle type. This problem has been widely studied during...

In this paper, the concepts of well-posednesses and Hadamard well-posedness for a family of mixed variational inequalities are studied. Also, some metric characterizations of them are presented and some relations between well-posedness and Hadamard well-posedness of a family of mixed variational inequalities is studied. Finally, a relation between well-posedness for the family of mixed variatio...

In the present work, we introduce and study completely generalized quasi-variational inequality problem for fuzzy mappings. By using the definitions of strongly accretive and retraction mappings, we propose an iterative algorithm for computing the approximate solutions of this class of variational inequalities. We prove that approximate solutions obtained by the proposed algorithm converge to t...