A Unifying Geometric Solution Framework and Complexity Analysis for Variational Inequalities

In this paper, we propose a concept of polynomiality for variational inequality problems and show how to find a near optimal solution of variational inequality problems in a polynomial number of iterations. To establish this result we build upon insights from several algorithms for linear and nonlinear programs (the ellipsoid algorithm, the method of centers of gravity, the method of inscribed ellipsoids, and Vaidya's algorithm) to develop a unifying geometric framework for solving variational inequality problems. The analysis rests upon the assumption of strong-f-monotonicity, which is weaker than strict and strong monotonicity. Since linear programs satisfy this assumption, the general framework applies to linear programs

Solving variational inequalities defined on a domain with infinitely many linear constraints

We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide numerical examples to illustrate the proposed method

On the Efficient Solution of Variational Inequalities; Complexity and Computational Efficiency

In this paper we combine ideas from cutting plane and interior point methods in order to solve variational inequality problems efficiently. In particular, we introduce a general framework that incorporates nonlinear as well as linear "smarter" cuts. These cuts utilize second order information on the problem through the use of a gap function. We establish convergence as well as complexity results for this framework. Moreover, in order to devise more practical methods, we consider an affine scaling method as it applies to symmetric, monotone variationalinequality problems and demonstrate its convergence. Finally, in order to further improve the computational efficiency of the methods in this paper, we combine the cutting plane approach with the affine scaling approach

Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints

We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide numerical examples for the proposed methods

Nash and Wardrop equilibria in aggregative games with coupling constraints

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equilibrium. By exploiting a characterization of the two equilibria as solutions of variational inequalities, we bound their distance with a decreasing function of the population size. As second contribution, we propose two decentralized algorithms that converge to such equilibria and are capable of coping with constraints coupling the strategies of different agents. Finally, we study the applications of charging of electric vehicles and of route choice on a road network.Comment: IEEE Trans. on Automatic Control (Accepted without changes). The first three authors contributed equall

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more