Computational Optimization and Applications

, Volume 20, Issue 3, pp 317-324

First online:

A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

  • P. MarcotteAffiliated withDIRO and CRT, Université de Montréal
  • , D.L. ZhuAffiliated withCRT, Université de MontréalSchool of Management, Fudan Univ.

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We present an iterative algorithm for solving variational inequalities under the weakest monotonicity condition proposed so far. The method relies on a new cutting plane and on analytic centers.

variational inequalities cutting planes analytic centers quasimonotonicity