Conditions ensuring the applicability of cutting-plane methods for solving variational inequalities

نویسندگان

  • Jean-Pierre Crouzeix
  • Patrice Marcotte
  • Daoli Zhu
چکیده

Let VIP(F; C) denote the variational inequality problem associated with the mapping F and the closed convex set C. In this paper we introduce weak conditions on the mapping F that allow the development of a convergent cutting-plane framework for solving VIP(F; C). In the process we introduce, in a natural way, new and useful notions of generalized monotonicity for which rst order characterizations are presented.

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عنوان ژورنال:
  • Math. Program.

دوره 88  شماره 

صفحات  -

تاریخ انتشار 2000