Article ID: | iaor20002260 |
Country: | Germany |
Volume: | 86 |
Issue: | 1 |
Start Page Number: | 199 |
End Page Number: | 217 |
Publication Date: | Jan 1999 |
Journal: | Mathematical Programming |
Authors: | He B. |
Solving a variational inequality problem is equivalent to finding a solution of a system of non-smooth equations. Recently, we proposed an implicit method, which solves monotone variational inequality problem via solving a series of systems of nonlinear smooth (whenever the operator is smooth) equations. It can exploit the facilities of the classical Newton-like methods for smooth equations. In this paper, we extend the method to solve a class of general variational inequality problems