Solving variational inequalities defined on a domain with infinitely many linear constraints
AbstractWe 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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Bibliographic InfoPaper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2002-51.
Date of creation: 31 Dec 2002
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Analytical center; Cutting plane method; Discretization method; Inexact approach; Variational inequality problem;
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