Monday, 15:45 - 16:10 h, Room: MA 313

 

Francisco Facchinei
Solving quasi-variational inequalities via their KKT conditions

Coauthors: Christian Kanzow, Simone Sagratella

 

Abstract:
We propose to solve a general quasi-variational inequality by using its Karush-Kuhn-Tucker conditions.
To this end we use a globally convergent algorithm based on a potential reduction approach. We establish global convergence results for many interesting instances of quasi-variational inequalities, vastly broadening the class of problems that can be solved with theoretical guarantees.
Our numerical testings are very promising and show the
practical viability of the approach.

 

Talk 2 of the invited session Mon.3.MA 313
"Optimization and equilibrium problems II" [...]
Cluster 3
"Complementarity & variational inequalities" [...]

 

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