Solving semi-infinite variational inequalities

by 1978- Ozcam, Burcu

ÖZÇAM, BURCU. Solving Semi-Infinite Variational Inequalities (Under the direction of Dr. Shu-Cherng Fang and Dr. Henry Lee Nuttle). The variational inequality problem arises in numerous contexts. In this dissertation, we consider solving a semi-infinite variational inequality problem, which is a variational inequality problem defined on a domain described by infinitely many constraints. We present characterization and the solution analysis for semi-infinite variational inequalities. After introducing the solution analysis, three solution methodologies, namely a discretizationbased smoothing method, an exchange method and an entropic analytic center cutting plane method are proposed. A comprehensive computational results with the comparison of the algorithms is provided. Solving Semi-infinite Variational Inequalities by Burcu Özçam A dissertation submitted to the Graduate Faculty of North Carolina State University in partial fulfillment of the requirements for the Degree of Doctor of Philosophy Industrial Engineering 2006 Raleigh Approved by: Dr. Shu-Cherng Fang Chair, Advisory Committee Dr. Henry L.W. Nuttle Co-Chair, Advisory Committee Dr. Elmor L. Peterson Committee Member Dr. Xiuli Chao Committee Member