Conditions ensuring the applicability of cutting-plane methods for solving variational inequalities

Conditions ensuring the applicability of cutting-plane methods for solving variational inequalities

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Article ID: iaor20013591
Country: Germany
Volume: 88
Issue: 3
Start Page Number: 521
End Page Number: 539
Publication Date: Jan 2000
Journal: Mathematical Programming
Authors: , ,
Keywords: cutting plane algorithms
Abstract:

Let VIP(F, C) denote the variational inequality problem associated with the mapping F and the closed convex set C. In this paper we introduce weak conditions on the mapping F that allow the development of a convergent cutting-plane framework for solving VIP(F, C). In the process we introduce, in a natural way, new and useful notions of generalized monotonicity for which first order characterizations are presented.

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