Department of Applied Mathematics & Physics, Kyoto University

Technical Report 2006-009 (August 11, 2006)

Hybrid Evolutionary Algorithm for Solving General Variational Inequality Problems
by Majig Mend-Amar, Abdel-Rahman Hedar and Masao Fukushima

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This paper considers the problem of finding as many as possible, hopefully all, solutions of the general (i.e., not necessarily monotone) variational inequality problem (VIP). Based on global optimization reformulation of VIP, we propose a hybrid evolutionary algorithm that incorporates local search in promising regions. In order to prevent searching process from returning to the already detected global or local solutions, we employ the tunneling and hump-tunneling function techniques. The proposed algorithm is tested on a set of test problems in the MCPLIB library and numerical results indicate that it works well in practice.