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An extended descent framework for variational inequalities (1994)

Zhu, D. L. ; Marcotte, P.

Springer

Journal of optimization theory and applications 80 (1994), S. 349-366

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ISSN: 1573-2878

Keywords: Mathematical programming ; variational inequalities ; descent methods

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract In this paper, we develop a very general descent framework for solving asymmetric, monotone variational inequalities. We introduce two classes of differentiable merit functions and the associated global convergence frameworks which include, as special instances, the projection, Newton, quasi-Newton, linear Jacobi, and nonlinear methods. The generic algorithm is very flexible and consequently well suited for exploiting any particular structure of the problem.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF02192941

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