Characterizations of alphaalpha-well-posedness for parametric quasivariational inequalities defined by bifunctions

The purpose of this paper is to investigate the well-posedness issue of parametric quasivariational inequalities defined by bifunctions. We generalize the concept of $alpha$-well-posedness to parametric quasivariational inequalities having a unique solution and derive some characterizations of $alpha$-well-posedness. The corresponding concepts of $alpha$-well-posedness in the generalized sense are also introduced and investigated for the problems having more than one solution. Finally, we give some sufficient conditions for $alpha$-well-posedness of parametric quasivariational inequalities

Well-posedness for generalized mixed vector variational-like inequality problems in Banach space

In this article, we focus to study about well-posedness of a generalized mixed vector variational-like inequality and optimization problems with aforesaid inequality as constraint. We establish the metric characterization of well-posedness in terms of approximate solution set.Thereafter, we prove the sufficient conditions of generalized well-posedness by assuming the boundedness of approximate solution set. We also prove that the well-posedness of considered optimization problems is closely related to that of generalized mixed vector variational-like inequality problems. Moreover, we present some examples to investigate the results established in this paper

Merit functions: a bridge between optimization and equilibria

In the last decades, many problems involving equilibria, arising from engineering, physics and economics, have been formulated as variational mathematical models. In turn, these models can be reformulated as optimization problems through merit functions. This paper aims at reviewing the literature about merit functions for variational inequalities, quasi-variational inequalities and abstract equilibrium problems. Smoothness and convexity properties of merit functions and solution methods based on them will be presented

Well-posedness for generalized mixed vector variational-like inequality problems in Banach space

In this article, we focus to study about well-posedness of a generalized mixed vector variational-like inequality and optimization problems with aforesaid inequality as constraint. We establish the metric characterization of well-posedness in terms of approximate solution set.Thereafter, we prove the sufficient conditions of generalized well-posedness by assuming the boundedness of approximate solution set. We also prove that the well-posedness of considered optimization problems is closely related to that of generalized mixed vector variational-like inequality problems. Moreover, we present some examples to investigate the results established in this paper

Gap functions for quasi-equilibria

An approach for solving quasi-equilibrium problems (QEPs) is proposed relying on gap functions, which allow reformulating QEPs as global optimization problems. The (generalized) smoothness properties of a gap function are analysed and an upper estimate of its Clarke directional derivative is given. Monotonicity assumptions on both the equilibrium and constraining bifunctions are a key tool to guarantee that all the stationary points of a gap function actually solve QEP. A few classes of constraints satisfying such assumptions are identified covering a wide range of situations. Relying on these results, a descent method for solving QEP is devised and its convergence proved. Finally, error bounds are given in order to guarantee the boundedness of the sequence generated by the algorithm

Gap functions for quasi-equilibria

An approach for solving quasi-equilibrium problems (QEPs) is proposed relying on gap functions, which allow reformulating QEPs as global optimization problems. The (generalized) smoothness properties of a gap function are analysed and an upper estimates of its Clarke directional derivative is given. Monotonicity assumptions on both the equilibrium and constraining bifunctions are a key tool to guarantee that all the stationary points of a gap function actually solve QEP. A few classes of constraints satisfying such assumptions are identified covering a wide range of situations. Relying on these results, a descent method for solving QEP is devised and its convergence proved. Finally, error bounds are given in order to guarantee the boundedness of the sequence generated by the algorithm

Computing equilibria of Cournot oligopoly models with mixed-integer quantities

We consider Cournot oligopoly models in which some variables represent indivisible quantities. These models can be addressed by computing equilibria of Nash equilibrium problems in which the players solve mixed-integer nonlinear problems. In the literature there are no methods to compute equilibria of this type of Nash games. We propose a Jacobi-type method for computing solutions of Nash equilibrium problems with mixed-integer variables. This algorithm is a generalization of a recently proposed method for the solution of discrete so-called “2-groups partitionable” Nash equilibrium problems. We prove that our algorithm converges in a finite number of iterations to approximate equilibria under reasonable conditions. Moreover, we give conditions for the existence of approximate equilibria. Finally, we give numerical results to show the effectiveness of the proposed method

Dissipative and non-dissipative evolutionary quasi-variational inequalities with gradient constraints

Evolutionary quasi-variational inequality (QVI) problems of dissipative and non-dissipative nature with pointwise constraints on the gradient are studied. A semi-discretization in time is employed for the study of the problems and the derivation of a numerical solution scheme, respectively. Convergence of the discretization procedure is proven and properties of the original infinite dimensional problem, such as existence, extra regularity and non-decrease in time, are derived. The proposed numerical solver reduces to a finite number of gradient-constrained convex optimization problems which can be solved rather efficiently. The paper ends with a report on numerical tests obtained by a variable splitting algorithm involving different nonlinearities and types of constraints