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

来源：

OPTIMIZATION | 2009年 / 58卷 / 07期

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

页码：871 / 881

页数：11

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