Variational Inequalities

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Presentation transcript:

Variational Inequalities EE692 Parallel and Distribution Computation | Prof. Song Chong Sec. 3.5 Variational Inequalities

Variational Inequalities Variational Inequality Problem

Examples Solution of Systems of Equations Constrained & Unconstrained Optimization

Examples Traffic Assignment

Game Problem A Nash game is defined as follows.

Preliminaries Prop.5.1. Prop.5.3.

Projection Algorithm Projection Algorithm Prop.5.4. (Convergence) Prop.5.5. (Convergence for Linear Problems)

Linearized Algorithms Prop.5.6. (Convergence of Linearized Algorithms)