In this paper, we establish the equivalence between the solutions to an evolutionary variational inequality and the critical points of a projected dynamical system in infinite-dimensional spaces. We then present an algorithm, with convergence results, for the computation of solutions to evolutionary variational inequalities based on a discretization method and with the aid of projected dynamical systems theory. A numerical traffic network example is given for illustrative purposes.
Keywords
- projected dynamical systems
- evolutionary variational inequalities
- critical points
- regularization procedure
- discretization
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Cojocaru, M., Daniele, P., Nagurney, A. (2008). Projected Dynamical Systems, Evolutionary Variational Inequalities, Applications, and a Computational Procedure. In: Chinchuluun, A., Pardalos, P.M., Migdalas, A., Pitsoulis, L. (eds) Pareto Optimality, Game Theory And Equilibria. Springer Optimization and Its Applications, vol 17. Springer, New York, NY. https://doi.org/10.1007/978-0-387-77247-9_14
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