Global convergence of descent processes for solving non strictly monotone variational inequalities

نویسندگان

  • P. Marcotte
  • D. Zhu
چکیده

This paper addresses the question of global convergence of descent processes for solving monotone variational inequalities deened on compact subsets of R n. The approach applies to a large class of methods that includes Newton, Jacobi and linearized Jacobi methods as special cases. Furthermore, strict monotonicity of the cost mapping is not required.

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عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 4  شماره 

صفحات  -

تاریخ انتشار 1995