A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

被引：0
|
作者：
P. Marcotte
D.L. Zhu
机构：
[1] DIRO and CRT,
[2] Université de Montréal,undefined
[3] CRT,undefined
[4] Université de Montréal,undefined
[5] School of Management,undefined
[6] Fudan Univ.,undefined
来源：
Computational Optimization and Applications | 2001年 / 20卷
关键词：
variational inequalities; cutting planes; analytic centers; quasimonotonicity;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：317 / 324
页数：7
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