We propose to solve a general quasi-variational inequality by using its Karush-Kuhn-Tucker conditions. To this end we use a globally convergent algorithm based on a potential reduction approach. We establish global convergence results for many interesting instances of quasi-variational inequalities, vastly broadening the class of problems that can be solved with theoretical guarantees. Our numerical testings are very promising and show the practical viability of the approach.

Solving quasi-variational inequalities via their KKT conditions

SAGRATELLA, SIMONE
2014-01-01

Abstract

We propose to solve a general quasi-variational inequality by using its Karush-Kuhn-Tucker conditions. To this end we use a globally convergent algorithm based on a potential reduction approach. We establish global convergence results for many interesting instances of quasi-variational inequalities, vastly broadening the class of problems that can be solved with theoretical guarantees. Our numerical testings are very promising and show the practical viability of the approach.
2014
global convergence
interior-point method
kkt conditions
quasi-variational inequality
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12606/26590
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