Merit functions and error bounds for generalized variational inequalities

Mikhail Solodov

Keywords: Variational inequality | merit function | error bound

We consider the generalized variational inequality and construct certain merit functions associated with this problem. In particular, those merit functions are everywhere nonnegative and their zero-sets are precisely solutions of the variational inequality. We further use those functions to obtain error bounds, i.e., upper estimates for the distance to solutions of the problem.

Anexos:

• p.ps