Sciweavers

Share
ORL
2006

Solving asymmetric variational inequalities via convex optimization

12 years 1 months ago
Solving asymmetric variational inequalities via convex optimization
Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of this reformulation. We thereby identify a class of VIs that includes monotone affine VIs over polyhedra, which may be solved by commercial optimization solvers.
Michele Aghassi, Dimitris Bertsimas, Georgia Perak
Added 14 Dec 2010
Updated 14 Dec 2010
Type Journal
Year 2006
Where ORL
Authors Michele Aghassi, Dimitris Bertsimas, Georgia Perakis
Comments (0)
books