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: | Aussel D, Correa R, Marechal M |
Keywords: | game theory |
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.