A combined relaxation method for variational inequalities with nonlinear constraints

A combined relaxation method for variational inequalities with nonlinear constraints

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Article ID: iaor19991424
Country: Netherlands
Volume: 80
Issue: 2
Start Page Number: 239
End Page Number: 252
Publication Date: Jan 1998
Journal: Mathematical Programming
Authors:
Abstract:

A simple iterative method for solving variational inequalities with a set-valued, nonmonotone mapping and a convex feasible set is proposed. This set can be defined by nonlinear functions. The method is based on combining and extending ideas contained in various relaxation methods of nonsmooth optimization. Also a modification of the averaging method for the problem under consideration is proposed.

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