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Dettaglio pubblicazione

2022, MATHEMATICAL METHODS OF OPERATIONS RESEARCH, Pages 421-446 (volume: 96)

On the solution of monotone nested variational inequalities (01a Articolo in rivista)

Lampariello L, Priori G, Sagratella S

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.
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