Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints

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 for the proposed methods.

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Year of publication:	2002-08-06
Authors:	Fang, S-C. ; Wu, S. ; Birbil, S.I.
Institutions:	Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Subject:	variational inequality problem \| analytic center \| cutting plane method \| discretization method \| inexact approach

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Extent:	application/pdf
Series:	Research Paper. - ISSN 1566-5283.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureri Number ERS-2002-70-LIS
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005288665