The Variational Inequality Approach for Solving Spatial Auction Problems with Joint Constraints
نویسنده
چکیده
We consider a problem of managing a system of spatially distributed markets under capacity and balance constraints and show that solutions of a variational inequality enjoy auction principle properties implicitly. This enables us to develop efficient tools both for derivation of existence and uniqueness results and for creation of solution methods.
منابع مشابه
A revisit of a mathematical model for solving fully fuzzy linear programming problem with trapezoidal fuzzy numbers
In this paper fully fuzzy linear programming (FFLP) problem with both equality and inequality constraints is considered where all the parameters and decision variables are represented by non-negative trapezoidal fuzzy numbers. According to the current approach, the FFLP problem with equality constraints first is converted into a multi–objective linear programming (MOLP) problem with crisp const...
متن کاملSolving Variational Inequality Problems with Linear Constraints Based on a Novel Recurrent Neural Network
Variational inequalities with linear inequality constraints are widely used in constrained optimization and engineering problems. By extending a new recurrent neural network [14], this paper presents a recurrent neural network for solving variational inequalities with general linear constraints in real time. The proposed neural network has onelayer projection structure and is amenable to parall...
متن کاملNew Alternating Direction Method for a Class of Nonlinear Variational Inequality Problems
The alternating direction method is an attractive method for a class of variational inequality problems if the subproblems can be solved efficiently. However, solving the subproblems exactly is expensive even when the subproblem is strongly monotone or linear. To overcome this disadvantage, this paper develops a new alternating direction method for cocoercive nonlinear variational inequality pr...
متن کاملNumerical method for solving optimal control problem of the linear differential systems with inequality constraints
In this paper, an efficient method for solving optimal control problems of the linear differential systems with inequality constraint is proposed. By using new adjustment of hat basis functions and their operational matrices of integration, optimal control problem is reduced to an optimization problem. Also, the error analysis of the proposed method is nvestigated and it is proved that the orde...
متن کاملA NEW APPROACH FOR SOLVING FULLY FUZZY QUADRATIC PROGRAMMING PROBLEMS
Quadratic programming (QP) is an optimization problem wherein one minimizes (or maximizes) a quadratic function of a finite number of decision variable subject to a finite number of linear inequality and/ or equality constraints. In this paper, a quadratic programming problem (FFQP) is considered in which all cost coefficients, constraints coefficients, and right hand side are characterized by ...
متن کامل