Variational inequality

ID: variational-inequality

For a feasible set and a vector field , a variational inequality asks for satisfying the displayed inequality for every feasible . If is convex and is the gradient of a differentiable convex function, it is the necessary and sufficient first-order condition for minimizing that function. It also describes Wardrop equilibria when no scalar objective has the route-cost vector as its gradient.
Variational inequality is a concept in mathematical analysis and optimization that involves finding a function or point that satisfies certain conditions related to inequality constraints. It is particularly relevant in the study of equilibrium problems, optimization problems, and differential inclusions.

New to topics? Read the docs here!