A Merit Function for Variational Inequalities Applied to EquilibriumProblems

Authors:
Gianfranco Corradi
Affiliations:
University of Rome `La Sapienza', Faculty of Economics, Via Del Castro Laurenziano 9, 00161 Rome, Italy
Venue:
Computational Economics
Year:
2001

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Abstract

In this note, we introduce a new continuously differentiable merit functionfor solving variational inequalities. Our function is closely related to theaugmented lagrangian function for nonlinear optimization problems. We solvetwo equilibrium problems and obtain numerical results making use of aquasi-Newton method. Our computational experience shows that the new functionperforms quite well.