On Gap Functions for Quasi-Variational Inequalities

Abstract EN

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-variational inequality, which is a generalization of the variational inequality and is used to formulate generalized equilibrium problems.

These extensions are shown to formulate equivalent optimization problems for quasi-variational inequalities and are shown to be continuous and directionally differentiable.