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Variational Inequalities

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Presentation on theme: "Variational Inequalities"— Presentation transcript:

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

2 Variational Inequalities
Variational Inequality Problem

3 Examples Solution of Systems of Equations
Constrained & Unconstrained Optimization

4 Examples Traffic Assignment

5 Game Problem A Nash game is defined as follows.

6 Preliminaries Prop.5.1. Prop.5.3.

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

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


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