International conference on Nonlinear Programming and Variational Inequalities

1998 ◽  
Vol 80 (1) ◽  
pp. 127-128
Author(s):  
Adrian S. Lewis ◽  
Calvin Wylie

Diverse optimization algorithms correctly identify, in finite time, intrinsic constraints that must be active at optimality. Analogous behavior extends beyond optimization to systems involving partly smooth operators, and in particular to variational inequalities over partly smooth sets. As in classical nonlinear programming, such active‐set structure underlies the design of accelerated local algorithms of Newton type. We formalize this idea in broad generality as a simple linearization scheme for two intersecting manifolds.


2008 ◽  
Vol 45 (4) ◽  
pp. 483-491
Author(s):  
Vsevolod Ivanov

In this paper the Stampacchia variational inequality, the Minty variational inequality, and the respective nonlinear programming problem are investigated in terms of the lower Dini directional derivative. We answer the questions which are the largest classes of functions such that the solution sets of each pair of these problems coincide.


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