Solving quasi-variational inequalities via their KKT conditions

We propose to solve a general quasi-variational inequality by using its Karush–Kuhn–Tucker conditions. To this end we use a globally convergent algorithm based on a potential reduction approach. We establish global convergence results for many interesting instances of quasi-variational inequalities, vastly broadening the class of problems that can be solved with theoretical guarantees. Our numerical testings are very promising and show the practical viability of the approach.

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