Computational Optimization and Applications

, Volume 20, Issue 3, pp 317–324

A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

  • P. Marcotte
  • D.L. Zhu
Article

DOI: 10.1023/A:1011219303531

Cite this article as:
Marcotte, P. & Zhu, D. Computational Optimization and Applications (2001) 20: 317. doi:10.1023/A:1011219303531
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Abstract

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 

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • P. Marcotte
    • 1
  • D.L. Zhu
    • 2
    • 3
  1. 1.DIRO and CRT, Université de MontréalMontréalCanada
  2. 2.CRT, Université de MontréalCanada H3C 3J7
  3. 3.School of Management, Fudan Univ.ShanghaiChina 200433

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