Solving variational inequalities defined on a domain with infinitely many linear constraints

Article

Abstract

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.

Keywords

Variational inequality problem Analytic center based cutting plane method Discretization method Semi-infinite programming 

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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  • Shu-Cherng Fang
    • 1
    • 2
  • Soonyi Wu
    • 3
    • 5
  • Ş. İlker Birbil
    • 4
  1. 1.Department of Industrial Engineering and Operations Research ProgramNorth Carolina State UniversityRaleighUSA
  2. 2.Departments of Mathematical Sciences and Industrial Engineering ProgramTsinghua UniversityBeijingChina
  3. 3.Institute of Applied MathematicsNational Cheng Kung UniversityTainanTaiwan, ROC
  4. 4.Faculty of Engineering and Natural SciencesSabanci UniversityIstanbulTurkey
  5. 5.National Center for Theoretical SciencesTainanTaiwan

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