Our aim is to provide a short analysis of the generalized variational inequality (GVI) problem from both theoretical and algorithmic points of view. First, we show connections among some well known existence theorems for GVI and for inclusions. Then, we recall the proximal point approach and a splitting algorithm for solving GVI. Finally, we propose a class of differentiable gap functions for GVI, which is a natural extension of a well known class of gap functions for variational inequalities (VI).
Panicucci, B., Pappalrdo, M., Passacantando, M. (2006). On finite-dimensional generalized variational inequalities. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2(1), 43-53 [10.3934/jimo.2006.2.43].
On finite-dimensional generalized variational inequalities
Passacantando, M
2006
Abstract
Our aim is to provide a short analysis of the generalized variational inequality (GVI) problem from both theoretical and algorithmic points of view. First, we show connections among some well known existence theorems for GVI and for inclusions. Then, we recall the proximal point approach and a splitting algorithm for solving GVI. Finally, we propose a class of differentiable gap functions for GVI, which is a natural extension of a well known class of gap functions for variational inequalities (VI).
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