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
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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