A Cutting Plane Method for Solving Quasimonotone Variational Inequalities
- Cite this article as:
- Marcotte, P. & Zhu, D. Computational Optimization and Applications (2001) 20: 317. doi:10.1023/A:1011219303531
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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
© Kluwer Academic Publishers 2001