Some Applications of Decomposition Techniques to Systems of Coupled Variational Inequalities
Abstract
We consider a set of problems which consists of systems of coupled variational inequalities. To solve these problems we use a decomposition--coordination method which allows us to solve the coupled problem through the solution of simple \underline{independent} problems -- in general, they are linear problems or simple obstacle problems. In this approach, the original problem is stated in terms of some appropriately defined auxiliary variables. These variables are modified (by an iterative algorithm in the coordination phase of the procedure) until the desired global solution is obtained.