Solving variational inequalities defined on a domain with infinitely many linear constraints
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- Fang, SC., Wu, S. & Birbil, Ş.İ. Comput Optim Appl (2007) 37: 67. doi:10.1007/s10589-007-9013-4
We study a variational inequality problem whose domain is defined by infinitely many linear inequalities. A discretization method and an analytic center based inexact cutting plane method are proposed. Under proper assumptions, the convergence results for both methods are given. We also provide numerical examples to illustrate the proposed methods.