A canonical duality approach for the solution of affine quasi-variational inequalities

We propose a new formulation of the Karush-Kunt-Tucker conditions of a particular class of quasi-variational inequalities. In order to reformulate the problem we use the Fisher-Burmeister complementarity function and canonical duality theory. We establish the conditions for a critical point of the new formulation to be a solution of the original quasi-variational inequality showing the potentiality of such approach in solving this class of problems. We test the obtained theoretical results with a simple heuristic that is demonstrated on several problems coming from the academy and various engineering applications.