EnglishIn this paper we propose a class of differentiable gap functions in order to formulate a generalized variational inequality (GVI) problem, involving a set-valued map with closed and convex graph, as an optimization problem. We also show that under appropriate assumptions on the set-valued map, any stationary point of the equivalent optimization problem is a global optimal solution and solves the GVI. Finally, we describe descent methods for solving the optimization problem equivalent to the GVI and we prove its global convergence.
| Autori: | |
| Autori: | Panicucci, Barbara; Pappalardo, Massimo; Passacantando, Mauro |
| Titolo: | Descent methods for a class of generalized variational inequalities |
| Anno del prodotto: | 2010 |
| Abstract: | In this paper we propose a class of differentiable gap functions in order to formulate a generalized variational inequality (GVI) problem, involving a set-valued map with closed and convex graph, as an optimization problem. We also show that under appropriate assumptions on the set-valued map, any stationary point of the equivalent optimization problem is a global optimal solution and solves the GVI. Finally, we describe descent methods for solving the optimization problem equivalent to the GVI and we prove its global convergence. |
| Digital Object Identifier (DOI): | 10.1007/s10589-008-9230-5 |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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Utilizza questo identificativo per citare o creare un link a questo documento:
http://hdl.handle.net/11568/193550
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