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A Cutting Hyperplane Method for Generalized Monotone Nonlipschitzian Multivalued Variational Inequalities

In: Modeling, Simulation and Optimization of Complex Processes

Author

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  • Pham Ngoc Anh

    (Posts and Telecommunications Institute of Technology, Department of Scientific Fundamentals)

  • Takahito Kuno

    (University of Tsukuba, Graduate School of Systems and Information Engineering)

Abstract

We present a new method for solving multivalued variational inequalities, where the underlying function is upper semicontinuous and satisfies a certain generalized monotone assumption. First, we construct an appropriate hyperplane which separates the current iterative point from the solution set. Then the next iterate is obtained as the projection of the current iterate onto the intersection of the feasible set with the halfspace containing the solution set. We also analyze the global convergence of the algorithm under minimal assumptions.

Suggested Citation

  • Pham Ngoc Anh & Takahito Kuno, 2012. "A Cutting Hyperplane Method for Generalized Monotone Nonlipschitzian Multivalued Variational Inequalities," Springer Books, in: Hans Georg Bock & Xuan Phu Hoang & Rolf Rannacher & Johannes P. Schlöder (ed.), Modeling, Simulation and Optimization of Complex Processes, edition 127, pages 1-11, Springer.
  • Handle: RePEc:spr:sprchp:978-3-642-25707-0_1
    DOI: 10.1007/978-3-642-25707-0_1
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