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08 Mar 2007
Solving variational inequalities defined on a domain with infinitely many linear constraints
 ShuCherng Fang,
 Soonyi Wu,
 Ş. İlker Birbil
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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.
The work of S. Wu was partially supported by the National Science Council, Taiwan, ROC (Grant No. 19731001). S.C. Fang’s research has been supported by the US Army Research Office (Grant No. W911NF04D0003) and National Science Foundation (Grant No. DMI0553310).
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 Title
 Solving variational inequalities defined on a domain with infinitely many linear constraints
 Journal

Computational Optimization and Applications
Volume 37, Issue 1 , pp 6781
 Cover Date
 20070501
 DOI
 10.1007/s1058900790134
 Print ISSN
 09266003
 Online ISSN
 15732894
 Publisher
 Kluwer Academic PublishersPlenum Publishers
 Additional Links
 Topics
 Keywords

 Variational inequality problem
 Analytic center based cutting plane method
 Discretization method
 Semiinfinite programming
 Industry Sectors
 Authors

 ShuCherng Fang ^{(1)} ^{(2)}
 Soonyi Wu ^{(3)} ^{(5)}
 Ş. İlker Birbil ^{(4)}
 Author Affiliations

 1. Department of Industrial Engineering and Operations Research Program, North Carolina State University, Raleigh, NC, 266957906, USA
 2. Departments of Mathematical Sciences and Industrial Engineering Program, Tsinghua University, Beijing, 100084, China
 3. Institute of Applied Mathematics, National Cheng Kung University, Tainan, 700, Taiwan, ROC
 5. National Center for Theoretical Sciences, Tainan, Taiwan
 4. Faculty of Engineering and Natural Sciences, Sabanci University, Istanbul, 34956, Turkey