Article ID: | iaor19992588 |
Country: | Netherlands |
Volume: | 81 |
Issue: | 3 |
Start Page Number: | 373 |
End Page Number: | 400 |
Publication Date: | May 1998 |
Journal: | Mathematical Programming |
Authors: | Censor Yair, Zenios Stavros A., Iusem Alfredo N. |
Keywords: | interior point methods |
We present an algorithm for the variational inequality problem on convex sets with nonempty interior. The use of Bregman functions whose zone is the convex set allows for the generation of a sequence contained in the interior, without taking explicitly into account the constraints which define the convex set. We establish full convergence to a solution with minimal conditions upon the monotone operator