Template-Type: ReDIF-Paper 1.0
Author-Name: Fang, S-C.
Author-Name-Last: Fang
Author-Name-First: Shu-Cherng
Author-Name: Wu, S.
Author-Name-Last: Wu
Author-Name: Birbil, S.I.
Author-Name-Last: Birbil
Author-Name-First: Ilker
Title: Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints
Abstract: 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.
Creation-Date: 2002-08-06
File-URL: https://repub.eur.nl/pub/219/ERS-2002-70-LIS.pdf
File-Format: application/pdf
Series: RePEc:ems:eureri
Number: ERS-2002-70-LIS
Classification-JEL: C69, M, M11, R4
Keywords: analytic center, cutting plane method, discretization method, inexact approach, variational inequality problem
Handle: RePEc:ems:eureri:219