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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Erasmus Research Institute of Management
hdl.handle.net/1765/219
ERIM Report Series Research in Management
Erasmus Research Institute of Management

Fang, S.-C., Wu, S., & Birbil, I. (2002). Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints (No. ERS-2002-70-LIS). ERIM Report Series Research in Management. Retrieved from http://hdl.handle.net/1765/219