Abstract
This paper presents an overview of the recent effort in reformulating the variational inequality problem and the complementarity problem as an equivalent optimization problem with certain desirable properties. Merit functions used to formulate such equivalent optimization problems turn out to be useful in designing a globally convergent algorithm and provide error bounds for those problems under appropriate conditions.
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Fukushima, M. (1996). Merit Functions for Variational Inequality and Complementarity Problems. In: Di Pillo, G., Giannessi, F. (eds) Nonlinear Optimization and Applications. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-0289-4_11
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DOI: https://doi.org/10.1007/978-1-4899-0289-4_11
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