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

By Soonyi Wu, Shu-Cherng Fang, Ş. İlker Birbil and S. Ilker Birbil

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 method

Topics: QA Mathematics
Publisher: 'Springer Science and Business Media LLC'
Year: 2007
DOI identifier: 10.1007/s10589-007-9013-4
OAI identifier: oai:research.sabanciuniv.edu:6218

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