Gap Functions for Quasivariational Inequalities and Generalized Nash Equilibrium Problems

Gap Functions for Quasivariational Inequalities and Generalized Nash Equilibrium Problems

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Article ID: iaor201111157
Volume: 151
Issue: 3
Start Page Number: 474
End Page Number: 488
Publication Date: Dec 2011
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: game theory
Abstract:

The gap function (or merit function) is a classic tool for reformulating a Stampacchia variational inequality as an optimization problem. In this paper, we adapt this technique for quasivariational inequalities, that is, variational inequalities in which the constraint set depends on the current point. Following Fukushima (J. Ind. Manag. Optim. 3:165–171, 2007), an axiomatic approach is proposed. Error bounds for quasivariational inequalities are provided and an application to generalized Nash equilibrium problems is also considered.

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