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: | Konnov Igor V. |
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.