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:	2002-12-31
Authors:	Fang, S.-C. ; Wu, S. ; Birbil, S.I.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	Variational inequality problem \| Analytical center \| Cutting plane method \| Discretization method \| Inexact approach

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 2002-51
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584673