| Autor: |
Lampariello, Lorenzo, Priori, Gianluca, Sagratella, Simone |
| Rok vydání: |
2021 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We study nested variational inequalities, which are variational inequalities whose feasible set is the solution set of another variational inequality. We present a projected averaging Tikhonov algorithm requiring the weakest conditions in the literature to guarantee the convergence to solutions of the nested variational inequality. Specifically, we only need monotonicity of the upper- and the lower-level variational inequalities. Also, we provide the first complexity analysis for nested variational inequalities considering optimality of both the upper- and lower-level. |
| Databáze: |
arXiv |
| Externí odkaz: |
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