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Solving variational inequalities defined on a domain with infinitely many linear constraints

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Author Info
S.-C. Fang
S. Wu
S.I. Birbil () (FEW-Econometrie en besliskunde)
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.

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File URL: http://www.eur.nl/WebDOC/doc/econometrie/feweco20030218113944.pdf
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Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number 307.

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Date of creation: 2002
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Handle: RePEc:dgr:eureir:2002307

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Related research
Keywords: Variational inequality problem Analytical center Cutting plane method Discretization method Inexact approach;

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