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9

ORL
2006

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Solving asymmetric variational inequalities via convex optimization

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Solving asymmetric variational inequalities via convex optimization

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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

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Added	14 Dec 2010
Updated	14 Dec 2010
Type	Journal
Year	2006
Where	ORL
Authors	Michele Aghassi, Dimitris Bertsimas, Georgia Perakis

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