On the solution of monotone nested variational inequalities
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DOI: 10.1007/s00186-022-00799-5
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References listed on IDEAS
- Lorenzo Lampariello & Simone Sagratella, 2020. "Numerically tractable optimistic bilevel problems," Computational Optimization and Applications, Springer, vol. 76(2), pages 277-303, June.
- Lorenzo Lampariello & Christoph Neumann & Jacopo M. Ricci & Simone Sagratella & Oliver Stein, 2020. "An explicit Tikhonov algorithm for nested variational inequalities," Computational Optimization and Applications, Springer, vol. 77(2), pages 335-350, November.
- Lampariello, Lorenzo & Neumann, Christoph & Ricci, Jacopo M. & Sagratella, Simone & Stein, Oliver, 2021. "Equilibrium selection for multi-portfolio optimization," European Journal of Operational Research, Elsevier, vol. 295(1), pages 363-373.
- Lorenzo Lampariello & Simone Sagratella, 2017. "A Bridge Between Bilevel Programs and Nash Games," Journal of Optimization Theory and Applications, Springer, vol. 174(2), pages 613-635, August.
- Giuseppe Marino & Hong-Kun Xu, 2011. "Explicit Hierarchical Fixed Point Approach to Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 149(1), pages 61-78, April.
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Cited by:
- Giancarlo Bigi & Lorenzo Lampariello & Simone Sagratella & Valerio Giuseppe Sasso, 2023. "Approximate variational inequalities and equilibria," Computational Management Science, Springer, vol. 20(1), pages 1-16, December.
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Keywords
Nested variational inequality; Purely hierarchical problem; Tikhonov method; Complexity analysis;All these keywords.
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