Reformulation of Variational Inequalities on a Simplex and Compactification of Complementarity Problems

Abstract. Many variational inequality problems (VIPs) can be reduced, by a compactification procedure, to a VIP on the canonical simplex. Reformulations of this problem are studied, including smooth reformulations with simple constraints and unconstrained reformulations based on the penalized Fischer

• Type: Journal
• Year: 2000
• Where: SIAMJO
• Authors: Roberto Andreani, José Mario Martínez
• Keywords: Many Variational Inequality, Minimization Algorithms, Penalized Fischer­burmeister Function, SIAMJO 2000