Abstract
The main purpose of this paper is the study of connections between combinatorial and continuous optimization. After reviewing some known results, new ways of establishing connections between the two fields are discussed. Particularly, the importance of connecting combinatorial optimization with the field of variational inequalities is stressed. Related to this, the so-called gap function approach to solve a variational inequality is generalized, showing that methods for nonconvex and combinatorial programming may be useful in the variational field. Duality and further investigations are discussed.
Similar content being viewed by others
References
A. Auslander,Optimization. Méthodes Numériques (Masson, Paris, 1976).
E. Blum and W. Oettli, From optimization and variational inequalities to equilibrium problems,Proc. 57th Conf. of the Indian Math. Soc., published in:The Mathematics Student, Vol. 63 (1993) pp. 1–23.
M. De Luca and A. Maugeri, Quasi-variational inequalities and applications to equilibrium problems with elastic demand, in:Nonsmooth Optimization and Related Topics, ed. F.H. Clarke et al. (Plenum, New York, 1989) pp. 61–77.
M. De Luca and A. Maugeri, Discontinuous quasi-variational inequalities and applications to equilibrium problems, in:Nonsmooth Optimization. Methods and Applications, ed. F. Giannessi (Gordon and Breach, 1992) pp. 70–75.
M. Fukushima, Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems, Math. Progr. 53(1992)99–110.
F. Giannessi, Theorems of the alternative, quadratic programs and complementarity problems, in:Variational Inequalities and Complementairty Problems, ed. R.W. Cottle et al. (Wiley, New York, 1980) pp. 151–186.
F. Giannessi, Theorems of the alternative and optimality conditions, J. Optim. Theory Appl. 42(1984)331–365.
F. Giannessi and F. Niccolucci, Connections between nonlinear and integer programming problems,Symposia Mathematica, Vol. 19 (Academic Press, 1976) pp. 161–176.
F. Giannessi, Theorems of the alternative for multifunctions with applications to optimization; General results, J. Optim. Theory Appl. 55(1987)233–256.
J.-B. Hiriart-Urruty and C. Lemarechal, Testing necessary and sufficient conditions for global optimality in the problem of maximizing a convex quadratic function over a convex polyhedron, Research Paper, Université P. Sabatier, Toulouse (1990).
R. Horst and H. Tuy,Global Optimization (Springer, Berlin, 1990).
C. Larsen and J. Tind, Lagrangian relaxation of a facial disjunctive program, Oper. Res. Lett. 11(1992)293–302.
M. Ragavachari, On the connection between zero-one integer programming and concave programming under linear constraints, Oper. Res. 17(1969)680–683.
T. Rapsak, On the connectedness of the solution set to nonlinear complementarity systems, J. Optim. Theory Appl., to appear.
F. Tardella, On the image of a constrained extremum problem and some applications to the existence of a minimum, J. Optim. Theory Appl. 60(1989)93–104.
W.I. Zangwill, The piecewise concave function, Manag. Sci. 13(1967)900–912.
D.L. Zhu and P. Marcotte, A general descent framework for monotome variational inequalities, J. Optim. Theory Appl., to appear.
Author information
Authors and Affiliations
Additional information
Partially supported by the Project “Trasporti” of the Italian National Research Council (CNR). Lecture delivered at the Symposium on Applied Mathematical Programming and Modelling, Budapest, Jan. 6, 1993.
Rights and permissions
About this article
Cite this article
Giannessi, F. On some connections among variational inequalities, combinatorial and continuous optimization. Ann Oper Res 58, 181–200 (1995). https://doi.org/10.1007/BF02032131
Issue Date:
DOI: https://doi.org/10.1007/BF02032131