Projected dynamical systems in a complementarity formalism

Authors:
W. P. M. H. Heemels;J. M. Schumacher;S. Weiland
Affiliations:
Department of Electrical Engineering, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands and Department of Economics, Tilburg University, P.O. Box 90153, 5000 LE ...;Department of Economics, Tilburg University, P.O. Box 90153, 5000 LE Tilburg, The Netherlands and CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands;Department of Electrical Engineering, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands
Venue:
Operations Research Letters
Year:
2000

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Abstract

Projected dynamical systems have been introduced by Dupuis and Nagurney as dynamic extensions of variational inequalities. In the systems and control literature, complementarity systems have been studied as input/output dynamical systems whose inputs and outputs are connected through complementarity conditions. We show here that, under mild conditions, projected dynamical systems can be written as complementarity systems.