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Solving Quasi-Variational Inequalities Using the Progressive Decoupling of Linkages
Manoel Jardim, Claudia Sagastizábal, Mikhail Solodov
Inspired by the progressive decoupling of linkages methodology for optimization and variational inequalities, we propose an algorithm for solving quasi-variational inequalities as…
A Dantzig-Wolfe Decomposition Method for Quasi-Variational Inequalities
Manoel Jardim, Claudia Sagastizábal, Mikhail Solodov
We propose an algorithm to solve quasi-variational inequality problems, based on the Dantzig-Wolfe decomposition paradigm. Our approach solves in the subproblems variational inequa…
Impact of environmental constraints in hydrothermal energy planning
Luís Felipe Bueno, André Luiz Diniz, Rafael Durbano Lobato +2
As a follow-up of the industrial problems dealt with in 2018, 2019, 2021 and 2022, in partnership with CCEE and CEPEL, in 2023 the study group Energy planning and environmental con…
The chain rule for VU-decompositions of nonsmooth functions
Warren Hare, Chayne Planiden, Claudia Sagastizábal
In Variational Analysis, VU-theory provides a set of tools that is helpful for understanding and exploiting the structure of nonsmooth functions. The theory takes advantage of the…