Projected dynamical systems in a complementarity formalism

Projected dynamical systems in a complementarity formalism

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Article ID: iaor2006343
Country: Netherlands
Volume: 27
Issue: 2
Start Page Number: 47
End Page Number: 91
Publication Date: Sep 2000
Journal: Operations Research Letters
Authors: , ,
Keywords: complementarity
Abstract:

Projected dynamical systems have been introduced by Dupuis and Nagurney as dynamic extensions of variational inequalities. In the systems and control literature, complementarity systems have been studied as input/output dynamical systems whose inputs and outputs are connected through complementarity conditions. We show here that, under mild conditions, projected dynamical systems can be written as complementarity systems.

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