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

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Wu, Soonyi and Fang, Shu-Cherng and Birbil, Ş. İlker (2007) Solving variational inequalities defined on a domain with infinitely many linear constraints. Computational Optimization and Applications, 37 (1). pp. 67-81. ISSN 1573-2894

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Official URL: http://dx.doi.org/10.1007/s10589-007-9013-4

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 to illustrate the proposed methods

Item Type:	Article
Uncontrolled Keywords:	variational inequality problem; analytic center based cutting plane method; discretization method; semi-infinite programming
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Engineering and Natural Sciences
Depositing User:	Ş. İlker Birbil
Date Deposited:	23 Oct 2007 23:55
Last Modified:	26 Apr 2022 08:16
URI:	https://research.sabanciuniv.edu/id/eprint/6218

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