A global optimization approach for solving non-monotone variational inequality problems

被引:2
|
作者
Majig, M. [1 ]
Barsbold, B. [2 ]
Enkhbat, R. [2 ]
Fukushima, M. [1 ]
机构
[1] Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan
[2] Natl Univ Mongolia, Dept Appl Math, Sch Math & Comp Sci, Ulaanbaatar, Mongolia
关键词
variational inequality; global optimization; branch and bound method; Lipschitz continuity; ALGORITHMS;
D O I
10.1080/02331930902945009
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The aim of this article is to reformulate the non-monotone variational inequality problem as a global optimization problem and present a branch and bound method for solving it. Under a mild condition, it is shown that the equivalent optimization problem enjoys a Lipschitz property. The proposed approach is illustrated with computational experiments.
引用
收藏
页码:871 / 881
页数:11
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