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.

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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
Citation
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