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Merit Functions for Variational Inequality and Complementarity Problems

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Nonlinear Optimization and Applications

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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© 1996 Springer Science+Business Media New York

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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

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4899-0291-7

  • Online ISBN: 978-1-4899-0289-4

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