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A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

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Abstract

We present an iterative algorithm for solving variational inequalities under the weakest monotonicity condition proposed so far. The method relies on a new cutting plane and on analytic centers.

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Authors and Affiliations

  1. DIRO and CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada, H3C 3J7

    P. Marcotte

  2. CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada H3C 3J7

    D.L. Zhu

  3. School of Management, Fudan Univ., 220 Handan Road, Shanghai, China 200433

    D.L. Zhu

Authors
  1. P. Marcotte
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  2. D.L. Zhu
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Marcotte, P., Zhu, D. A Cutting Plane Method for Solving Quasimonotone Variational Inequalities. Computational Optimization and Applications 20, 317–324 (2001). https://doi.org/10.1023/A:1011219303531

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  • DOI: https://doi.org/10.1023/A:1011219303531

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