Convex Optimization and Variational Inequality; A Theoretical Approach

Most real life problems can be formulated into optimization problems. But some of such problems are usually complex and as such very difficult to solve by standard optimization methods. Research has also shown that such problems can be transcribed as variational inequality problems which are easier to solve yet maintaining the optimality of the original problem. Thus in this research we took a theoretical survey of convex optimization and variational inequality problems we finally formulate a variational inequality problem from a convex optimization model.