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An LQP Method for Pseudomonotone Variational Inequalities

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Abstract

In this paper, we proposed a modified Logarithmic-Quadratic Proximal (LQP) method [Auslender et al.: Comput. Optim. Appl. 12, 31–40 (1999)] for solving variational inequalities problems. We solved the problem approximately, with constructive accuracy criterion. We show that the method is globally convergence under that the operator is pseudomonotone which is weaker than the monotonicity and the solution set is nonempty. Some preliminary computational results are given.

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Correspondence to Abdellah Bnouhachem.

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The author was supported by the NSFC grants Nos: 70571033 and 10571083.

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Bnouhachem, A. An LQP Method for Pseudomonotone Variational Inequalities. J Glob Optim 36, 351–363 (2006). https://doi.org/10.1007/s10898-006-9013-4

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  • DOI: https://doi.org/10.1007/s10898-006-9013-4

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