Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications

Sample-path solution of stochastic variational inequalities, with applications to option pricing

WSC '96 Proceedings of the 28th conference on Winter simulation

Decomposition Methods for Differentiable Optimization Problems overCartesian Product Sets

Computational Optimization and Applications

On a Primal-Dual Analytic Center Cutting Plane Method for VariationalInequalities

Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part I

Existence and Limiting Behavior of Trajectories Associatedwith P0-equations

Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part I

On NCP-Functions

Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part II

Solving stochastic optimization problems with stochastic constraints: an application in network design

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1

A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems

Computational Optimization and Applications

A Merit Function for Variational Inequalities Applied to EquilibriumProblems

Computational Economics

A Globally Convergent Smoothing Newton Method for Nonsmooth Equations and Its Application to Complementarity Problems

Computational Optimization and Applications

The Nonlocal Newton's Method for Monotone Variational Inequalities on a Polyhedron

Cybernetics and Systems Analysis

On the stability of generalized vector quasivariational inequality problems

Journal of Optimization Theory and Applications

Smoothing functions and smoothing Newton method for complementarity and variational inequality problems

Journal of Optimization Theory and Applications

On the local uniqueness of solutions of variational inequalities under H-differentiability

Journal of Optimization Theory and Applications

New alternating direction method for a class of nonlinear variational inequality problems

Journal of Optimization Theory and Applications

Models and Methods of Finite-Dimensional Variational Inequalities

Cybernetics and Systems Analysis

Exceptional Family of Elements for a Variational Inequality Problem and its Applications

Journal of Global Optimization

Variational Inequality with Fuzzy Convex Cone

Journal of Global Optimization

A Combined Feasible-Infeasible Point Continuation Method for Strongly Monotone Variational Inequality Problems

Journal of Global Optimization

Well-posedness for Optimization Problems with Constraints defined by Variational Inequalities having a unique solution

Journal of Global Optimization

A Note on Equilibrium Problems with Properly Quasimonotone Bifunctions

Journal of Global Optimization

Gradient Approach of Computing Fixed Points of Equilibrium Problems

Journal of Global Optimization

NCP Functions Applied to Lagrangian Globalization for the Nonlinear Complementarity Problem

Journal of Global Optimization

Improvements of some projection methods for monotone nonlinear variational inequalities

Journal of Optimization Theory and Applications

Modified Goldstein-Levitin-Polyak projection method for asymmetric strongly monotone variational inequalities

Journal of Optimization Theory and Applications

Global projection-type error bounds for general variational inequalities

Journal of Optimization Theory and Applications

On the discontinuous infinite-dimensional generalized quasivariational inequality problem

Journal of Optimization Theory and Applications

Local convergence analysis of projection-type algorithms: unified approach

Journal of Optimization Theory and Applications

Merit Functions for Complementarity and Related Problems: A Survey

Computational Optimization and Applications

A Smoothing Newton Method for General Nonlinear Complementarity Problems

Computational Optimization and Applications

A Global Linear and Local Quadratic Continuation Smoothing Method for Variational Inequalities with Box Constraints

Computational Optimization and Applications

A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

Computational Optimization and Applications

The Nonlocal Newton Method for Convex Optimization Problems and Monotone Variational Inequalities

Cybernetics and Systems Analysis

A new class of completely generalized quasi-variational inclusions in Banach spaces

Journal of Computational and Applied Mathematics

Some recent advances in projection-type methods for variational inequalities

Journal of Computational and Applied Mathematics - Proceedings of the international conference on recent advances in computational mathematics

Generalized variational inequalities with fuzzy relation

Journal of Computational and Applied Mathematics - Special issue: Papers presented at the 1st Sino--Japan optimization meeting, 26-28 October 2000, Hong Kong, China

Existence and algorithm of solutions for nonlinear mixed variational-like inequalities in Banach spaces

Journal of Computational and Applied Mathematics

Gap Functions for Equilibrium Problems

Journal of Global Optimization

Solving Variational Inequality Problems with Linear Constraints by a Proximal Decomposition Algorithm

Journal of Global Optimization

Comparison of Two Kinds of Prediction-Correction Methods for Monotone Variational Inequalities

Computational Optimization and Applications

An Analytic Center Cutting Plane Method for Solving Semi-Infinite Variational Inequality Problems

Journal of Global Optimization

Computing Equilibria in General Equilibrium Models via Interior-pointMethods

Computational Economics

Explicit and Implicit Continuation Algorithms for Strongly Monotone Variational Inequalities with Box Constraints

Journal of Global Optimization

An entropic regularization approach for mathematical programs with equilibrium constraints

Computers and Operations Research

Iterative algorithms for solving generalized nonlinear mixed variational inequalities

Journal of Computational and Applied Mathematics

Homotopy Methods for Solving Variational Inequalities in Unbounded Sets

Journal of Global Optimization

A matrix-splitting method for symmetric affine second-order cone complementarity problems

Journal of Computational and Applied Mathematics

Dantzig--Wolfe Decomposition of Variational Inequalities

Computational Economics

Predictor-corrector iterative algorithms for solving generalized mixed quasi-variational-like inclusion

Journal of Computational and Applied Mathematics

On convergence of two-stage splitting methods for linear complementarity problems

Journal of Computational and Applied Mathematics

Parametric completely generalized mixed implicit quasi-variational inclusions involving h-maximal monotone mappings

Journal of Computational and Applied Mathematics

On Convergence Conditions of an Extended Projection Neural Network

Neural Computation

An Extended Projection Neural Network for Constrained Optimization

Neural Computation

Matrix games in the multicast networks: maximum information flows with network switching

IEEE/ACM Transactions on Networking (TON) - Special issue on networking and information theory

Solving stochastic mathematical programs with complementarity constraints using simulation

WSC '04 Proceedings of the 36th conference on Winter simulation

Sensitivity analysis for nonlinear generalized mixed implicit equilibrium problems with non-monotone set-valued mappings

Journal of Computational and Applied Mathematics

Discontinuous implicit generalized quasi-variational inequalities in Banach spaces

Journal of Global Optimization

An inexact implicit method for general mixed variational inequalities

Journal of Computational and Applied Mathematics

Modified proximal-point method for nonlinear complementarity problems

Journal of Computational and Applied Mathematics

On the Newton-type method with admissible trajectories for mixed complementatiry problems

Automation and Remote Control

Variational Inequalities and Economic Equilibrium

Mathematics of Operations Research

Solving variational inequalities defined on a domain with infinitely many linear constraints

Computational Optimization and Applications

Existence of solutions and convergence of iterative algorithms for a system of generalized nonlinear mixed quasi-variational inclusions

Computers & Mathematics with Applications

On the generalized monotonicity of variational inequalities

Computers & Mathematics with Applications

Generation Capacity Expansion in Imperfectly Competitive Restructured Electricity Markets

Operations Research

Three-step iterative algorithms for solving the system of generalized mixed quasi-variational-like inclusions

Computers & Mathematics with Applications

The p-step iterative algorithm for a system of generalized mixed quasi-variational inclusions with (H,η)-monotone operators

Journal of Global Optimization

Variational inclusions with a general H-monotone operator in Banach spaces

Computers & Mathematics with Applications

A new neural network for solving nonlinear projection equations

Neural Networks

An improved general extra-gradient method with refined step size for nonlinear monotone variational inequalities

Journal of Global Optimization

The existence and uniqueness of solution and the convergence of a multi-step iterative algorithm for a system of variational inclusions with (A, η, m)-accretive operators

Journal of Global Optimization

An application of H-differentiability to nonnegative and unrestricted generalized complementarity problems

Computational Optimization and Applications

A two-stage prediction-correction method for solving monotone variational inequalities

Journal of Computational and Applied Mathematics

A new criterion for the inexact logarithmic-quadratic proximal method and its derived hybrid methods

Journal of Global Optimization

Some relations between variational-like inequality problems and vectorial optimization problems in Banach spaces

Computers & Mathematics with Applications

The convergence of a one-step smoothing Newton method for P0-NCP based on a new smoothing NCP-function

Journal of Computational and Applied Mathematics

A system of variational inclusions with P-η-accretive operators

Journal of Computational and Applied Mathematics

Incorporating oligopoly, CO2 emissions trading and green certificates into a power generation expansion model

Automatica (Journal of IFAC)

Condition for global convergence of a homotopy method for variational inequality problems on unbounded sets

Optimization Methods & Software

Mixed projection methods for systems of variational inequalities

Journal of Global Optimization

On Nash---Cournot oligopolistic market equilibrium models with concave cost functions

Journal of Global Optimization

A regularization semismooth Newton method based on the generalized Fischer-Burmeister function for P0-NCPs

Journal of Computational and Applied Mathematics

On exponential convergence conditions of an extended projection neural network

Neural Computation

A new class of projection and contraction methods for solving variational inequality problems

Computers & Mathematics with Applications

Bregman functions and auxiliary problem principle

Optimization Methods & Software

A kind of QP-free feasible method

Journal of Computational and Applied Mathematics

Solvability conditions for variational-like inequalities

Cybernetics and Systems Analysis

A variant smoothing Newton method for P0-NCP based on a new smoothing function

Journal of Computational and Applied Mathematics

A smoothing conic trust region filter method for the nonlinear complementarity problem

Journal of Computational and Applied Mathematics

Solving generalized Nash equilibrium problem with equality and inequality constraints

Optimization Methods & Software

Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems

Journal of Computational and Applied Mathematics

Levitin---Polyak well-posedness of variational inequality problems with functional constraints

Journal of Global Optimization

Smoothing Newton Method for L1 Soft Margin Data Classification Problem

ICCS 2009 Proceedings of the 9th International Conference on Computational Science

An R-linearly convergent derivative-free algorithm for nonlinear complementarity problems based on the generalized Fischer-Burmeister merit function

Journal of Computational and Applied Mathematics

A multiplicative multisplitting method for solving the linear complementarity problem

Computers & Mathematics with Applications

A new projection-based neural network for constrained variational inequalities

IEEE Transactions on Neural Networks

Sensitivity analysis for parametric completely generalized strongly nonlinear implicit quasi-variational inclusions

Computers & Mathematics with Applications

An algorithm for solving the obstacle problems

Computers & Mathematics with Applications

Existence and algorithm of solutions for mixed quasi-variational-like inclusions in Banach spaces

Computers & Mathematics with Applications

A new modified Goldstein-Levitin-Polyakprojection method for variational inequality problems

Computers & Mathematics with Applications

A smoothing inexact Newton method for nonlinear complementarity problems

Journal of Computational and Applied Mathematics

Error bound results for generalized D-gap functions of nonsmooth variational inequality problems

Journal of Computational and Applied Mathematics

Parametric completely generalized mixed implicit quasi-variational inclusions involving h-maximal monotone mappings

Journal of Computational and Applied Mathematics

Predictor-corrector iterative algorithms for solving generalized mixed quasi-variational-like inclusion

Journal of Computational and Applied Mathematics

On convergence of two-stage splitting methods for linear complementarity problems

Journal of Computational and Applied Mathematics

A matrix-splitting method for symmetric affine second-order cone complementarity problems

Journal of Computational and Applied Mathematics

Accuracy Certificates for Computational Problems with Convex Structure

Mathematics of Operations Research

(H(·,·),η)-accretive operators with an application for solving set-valued variational inclusions in Banach spaces

Computers & Mathematics with Applications

Nash equilibria of generalized games in normed spaces without upper semicontinuity

Journal of Global Optimization

Numerical comparisons of two effective methods for mixed complementarity problems

Journal of Computational and Applied Mathematics

Global exponential system of projection neural networks for system of generalized variational inequalities and related nonlinear minimax problems

Neurocomputing

A recurrent neural network based on projection operator for extended general variational inequalities

IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics - Special issue on game theory

A new one-layer neural network for linear and quadratic programming

IEEE Transactions on Neural Networks

A modified inexact implicit method for mixed variational inequalities

Journal of Computational and Applied Mathematics

A neural network approach for solving mathematical programs with equilibrium constraints

Expert Systems with Applications: An International Journal

A discrete-time neural network for optimization problems with hybrid constraints

IEEE Transactions on Neural Networks

Some relations between Minty variational-like inequality problems and vectorial optimization problems in Banach spaces

Computers & Mathematics with Applications

A new smoothing and regularization Newton method for P0-NCP

Journal of Global Optimization

A Kantorovich-type convergence analysis of the Newton---Josephy method for solving variational inequalities

Numerical Algorithms

Aggregate homotopy method for solving the nonlinear complementarity problem

ICICA'10 Proceedings of the First international conference on Information computing and applications

Nonlinear complementarity problem and solution methods

AICI'10 Proceedings of the 2010 international conference on Artificial intelligence and computational intelligence: Part I

A non-interior continuation algorithm for the CP based on a generalized smoothing function

Journal of Computational and Applied Mathematics

A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones

SIAM Journal on Optimization

Hölderian continuity of solutions of a dynamic Walrasian price equilibrium problem with application

Computers & Mathematics with Applications

Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints

Computational Optimization and Applications

Parallel Two-Grid Semismooth Newton-Krylov-Schwarz Method for Nonlinear Complementarity Problems

Journal of Scientific Computing

An improved iteration regularization method and application to reconstruction of dynamic loads on a plate

Journal of Computational and Applied Mathematics

Fixed-Point Approaches to Computing Bertrand-Nash Equilibrium Prices Under Mixed-Logit Demand

Operations Research

Supply chain network equilibrium with revenue sharing contract under demand disruptions

International Journal of Automation and Computing

A new hybrid method for nonlinear complementarity problems

Computational Optimization and Applications

A globally and superlinearly convergent quasi-Newton method for general box constrained variational inequalities without smoothing approximation

Journal of Global Optimization

A new class of penalized NCP-functions and its properties

Computational Optimization and Applications

A new smoothing Broyden-like method for solving nonlinear complementarity problem with a P0-function

Journal of Global Optimization

A nonmonotone derivative-free algorithm for nonlinear complementarity problems based on the new generalized penalized Fischer---Burmeister merit function

Numerical Algorithms

Using vector divisions in solving the linear complementarity problem

Journal of Computational and Applied Mathematics

A neural network with finite-time convergence for a class of variational inequalities

ICIC'06 Proceedings of the 2006 international conference on Intelligent Computing - Volume Part I

Some projection methods with the BB step sizes for variational inequalities

Journal of Computational and Applied Mathematics

A one-step smoothing newton method based on a new class of one-parametric nonlinear complementarity functions for P0-NCP

ISNN'10 Proceedings of the 7th international conference on Advances in Neural Networks - Volume Part I

Solving the nonlinear complementarity problem via an aggregate homotopy method

International Journal of Computer Applications in Technology

Neural networks for solving second-order cone constrained variational inequality problem

Computational Optimization and Applications

A new approach to supply chain network equilibrium models

Computers and Industrial Engineering

New decomposition methods for solving variational inequality problems

Mathematical and Computer Modelling: An International Journal

Set-valued mixed quasi-variational inequalities and implicit resolvent equations

Mathematical and Computer Modelling: An International Journal

Generalized variational-like inequalities

Mathematical and Computer Modelling: An International Journal

A smoothing Broyden-like method for the mixed complementarity problems

Mathematical and Computer Modelling: An International Journal

Global bounds for the distance to solutions of co-coercive variational inequalities

Operations Research Letters

Regularized gap functions for variational problems

Operations Research Letters

Solving asymmetric variational inequalities via convex optimization

Operations Research Letters

On the convergence of descent methods for monotone variational inequalities

Operations Research Letters

Existence of generalized variational inequalities

Operations Research Letters

A new approach to continuation methods for complementarity problems with uniform P-functions

Operations Research Letters

Projected dynamical systems in a complementarity formalism

Operations Research Letters

On the convergence of the decoupling algorithm for multiperiod equilibrium models

Operations Research Letters

Existence of a solution to nonlinear variational inequality under generalized positive homogeneity

Operations Research Letters

Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities

Operations Research Letters

Manifolds of multi-leader Cournot equilibria

Operations Research Letters

On the equivalence of linear complementarity problems

Operations Research Letters

A note on solving general equilibrium problems with variational inequality techniques

Operations Research Letters

Integrating complementarity into the 2D displacement discontinuity boundary element method to model faults and fractures with frictional contact properties

Computers & Geosciences

Approximate values for mathematical programs with variational inequality constraints

Computational Optimization and Applications

Solvability of Variational Inequalities on Hilbert Lattices

Mathematics of Operations Research

Solving general convex nonlinear optimization problems by an efficient neurodynamic model

Engineering Applications of Artificial Intelligence

Generalization of an existence theorem for complementarity problems

Journal of Computational and Applied Mathematics

Static prediction games for adversarial learning problems

The Journal of Machine Learning Research

Master problem approximations in Dantzig-Wolfe decomposition of variational inequality problems with applications to two energy market models

Computers and Operations Research

A new method for solving Pareto eigenvalue complementarity problems

Computational Optimization and Applications

Uniqueness of supporting hyperplanes and an alternative to solutions of variational inequalities

Journal of Global Optimization

A heuristic smoothing procedure for avoiding local optima in optimization of structures subject to unilateral constraints

Structural and Multidisciplinary Optimization

A smoothing homotopy method for variational inequality problems on polyhedral convex sets

Journal of Global Optimization

Original article: Gas phase appearance and disappearance as a problem with complementarity constraints

Mathematics and Computers in Simulation

On regularity conditions for complementarity problems

Computational Optimization and Applications