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Variational and quasi-variational inequalities under local reproducibility: solution concept and applications (2402.02115v1)

Published 3 Feb 2024 in math.OC

Abstract: Local solutions for variational and quasi-variational inequalities are usually the best type of solutions that could practically be obtained when in case of lack of convexity or else when available numerical techniques are too limited for global solutions. Nevertheless, the analysis of such problems found in the literature seems to be very restricted to the global treatment. Motivated by this fact, in this work, we propose local solution concepts, study their interrelations and relations with global concepts and prove existence results as well as stability of local solution map of parametric variational inequalities. The key ingredient of our results is the new concept of local reproducibility of a set-valued map, which we introduce to explore such local solutions to quasi-variational inequality problems. As a by-product, we obtain local solutions to quasi-optimization problems, bilevel quasi-optimization problems and Single-Leader-Multi-Follower games.

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