A Cutting Plane Method for Solving Quasimonotone Variational Inequalities
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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.
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- A Cutting Plane Method for Solving Quasimonotone Variational Inequalities
Computational Optimization and Applications
Volume 20, Issue 3 , pp 317-324
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- Kluwer Academic Publishers
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- variational inequalities
- cutting planes
- analytic centers
- Industry Sectors
- Author Affiliations
- 1. DIRO and CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada, H3C 3J7
- 2. CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada H3C 3J7
- 3. School of Management, Fudan Univ., 220 Handan Road, Shanghai, China 200433