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 to illustrate the proposed methods.
|Keywords||Variational inequality problem Analytic center based cutting plane method Discretization method Semi-infinite programming|
|Persistent URL||dx.doi.org/10.1007%2Fs10589-007-9013-4, hdl.handle.net/1765/118003|
|Journal||Computational Optimization & Applications|
Fang, S-C, Wu, S., & Birbil, S.I. (2007). Solving variational inequalities defined on a domain with infinitely many linear constraints. Computational Optimization & Applications, 37(1), 67–81. doi:10.1007%2Fs10589-007-9013-4