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Displaying similar documents to “On a regularization method for variational inequalities with P_0 mappings”

On the existence of the price equilibrium by different methods

Enayet U, Tarafdar, Harold Bevan Thompson (1993)

Commentationes Mathematicae Universitatis Carolinae

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We have given several proofs on the existence of the price equilibrium --- via variational inequality --- via degree theory and via Brouwer's theorems.

On M -stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling

René Henrion, Werner Römisch (2007)

Applications of Mathematics

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Modeling several competitive leaders and followers acting in an electricity market leads to coupled systems of mathematical programs with equilibrium constraints, called equilibrium problems with equilibrium constraints (EPECs). We consider a simplified model for competition in electricity markets under uncertainty of demand in an electricity network as a (stochastic) multi-leader-follower game. First order necessary conditions are developed for the corresponding stochastic EPEC based...

Augmented Lagrangian methods for variational inequality problems

Alfredo N. Iusem, Mostafa Nasri (2010)

RAIRO - Operations Research

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We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization. At each iteration, primal variables are updated by solving an unconstrained variational inequality problem, and then dual variables are updated through a closed formula. A full convergence analysis is provided, allowing for inexact solution of...