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A canonical duality approach for the solution of affine quasi-variational inequalities. (English) Zbl 1354.90148
The authors consider quasi-variational inequality problems where both the cost and constraint mappings are affine. This property allows them to write the optimality conditions involving the usual complementarity problem. Using the Fischer-Burmeister gap function, they rewrite the optimality conditions as an unconstrained optimization problem and propose its several reformulations by using the so-called canonical duality approach. The authors give some relationships among stationary points of these problems and conditions for recognizing the global solutions. A heuristic algorithm based on these properties is suggested. Its performance is illustrated by computational experiments.

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C46 Optimality conditions and duality in mathematical programming
90C26 Nonconvex programming, global optimization
Full Text: DOI
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