<p>We study a nonconvex mixed variational inequality problem in <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11590_2025_2204_Article_IEq1.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="20" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {R}^n\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> </math></EquationSource> </InlineEquation> by using monotonic optimization approach. We show that a class of variational inequality problems can be transformed into a monotonic optimization problem and then propose a branch-reduce-and-bound algorithm as a solution approach. The convergence result of the algorithm is established under increasing assumptions on the cost and constraint functions. Applications to two equilibrium models are presented.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A monotonic optimization approach to mixed variational inequality problems

  • Tran Van Thang,
  • Xuan Thanh Le,
  • Do Thi Thuy

摘要

We study a nonconvex mixed variational inequality problem in \(\mathbb {R}^n\) R n by using monotonic optimization approach. We show that a class of variational inequality problems can be transformed into a monotonic optimization problem and then propose a branch-reduce-and-bound algorithm as a solution approach. The convergence result of the algorithm is established under increasing assumptions on the cost and constraint functions. Applications to two equilibrium models are presented.