A cutting plane method for solving quasimonotone variational inequalities

Authors
Marcotte, P Zhu, DL
Citation
P. Marcotte et Dl. Zhu, A cutting plane method for solving quasimonotone variational inequalities, COMPUT OP A, 20(3), 2001, pp. 317-324
Citations number
8
Categorie Soggetti
Engineering Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN journal
09266003 → ACNP
Volume
20
Issue
3
Year of publication
2001
Pages
317 - 324
Database
ISI
SICI code
0926-6003(200112)20:3<317:ACPMFS>2.0.ZU;2-N
Abstract
We present an iterative algorithm for solving variational inequalities unde r the weakest monotonicity condition proposed so far. The method relies on a new cutting plane and on analytic centers.