For variational inequalities, various merit functions, such as the gap function, the regularized gap function, the D-gap function and so on, have been proposed. These functions lead to equivalent optimization formulations and are used to optimization-based methods for solving variational inequalities. In this paper, we extend the regularized gap function and the D-gap functions for a quasi-vari...

In this paper, we consider the algorithm proposed in recent years by Censor, Gibali and Reich, which solves split variational inequality problem, and Korpelevich's extragradient method, which solves variational inequality problems. As our main result, we propose an iterative method for finding an element to solve a class of split variational inequality problems under weaker conditions and get a...

We consider the calibration of a Lévy process with American vanilla options. The price of an American vanilla option as a function of the maturity and the strike satisfies a forward in time linear complementarity problem involving a partial integro-differential operator. It leads to a variational inequality in a suitable weighted Sobolev space. Calibrating the Lévy process amounts to solving an...

In this paper, we propose a concept of polynomiality for variational inequality problems and show how to find a near optimal solution of variational inequality problems in a polynomial number of iterations. To establish this result we build upon insights from several algorithms for linear and nonlinear programs (the ellipsoid algorithm, the method of centers of gravity, the method of inscribed ...

We present a mixed finite element method for a model of the flow in a Hele-Shaw cell of 2-D fluid droplets surrounded by air driven by surface tension and actuated by an electric field. The application of interest regards a micro-fluidic device called ElectroWetting on Dielectric (EWOD). Our analysis first focuses on the time-discrete (continuous in space) problem and is presented in a mixed va...

We introduce an iterative scheme for finding a common element of the set of fixed points of a kstrictly pseudocontractive mapping, the set of solutions of the variational inequality for an inversestrongly monotone mapping, and the set of solutions of the mixed equilibrium problem in a real Hilbert space. Under suitable conditions, some strong convergence theorems for approximating a common elem...

We prove that any accumulation point of an elastic mode approach, applied to the optimization of a mixed P variational inequality, that approximately solves the relaxed subproblems is a C-stationary point of the problem of optimizing a parametric mixed P variational inequality. If, in addition, the accumulation point satisfies the MPCC-LICQ constraint qualification and if the solutions of the s...