An analytic center cutting plane method for pseudomonotone variational inequalities

被引：23

作者：

Goffin, JL

Marcotte, P

Zhu, DL

机构：

[1] UNIV MONTREAL,CTR RECH TRANSPORTS,MONTREAL,PQ H3C 3J7,CANADA

[2] MCGILL UNIV,FAC MANAGEMENT,MONTREAL,PQ H3C 3J7,CANADA

[3] MCGILL UNIV,GERAD,MONTREAL,PQ H3C 3J7,CANADA

来源：

OPERATIONS RESEARCH LETTERS | 1997年 / 20卷 / 01期

关键词：

variational inequalities; interior point methods; cutting planes; generalized monotonicity;

D O I：

10.1016/S0167-6377(96)00029-6

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We consider an analytic center algorithm for solving generalized monotone variational inequalities in R(n), which adapts a recent result due to Goffin et al. (1993) to the numerical resolution of continuous pseudomonotone variational inequalities.

引用

页码：1 / 6

页数：6

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