A globally convergent descent method for nonsmooth variational inequalities

被引：5

作者：

Panicucci, Barbara ^{[1
]}

Pappalardo, Massimo ^{[1
]}

Passacantando, Mauro ^{[1
]}

机构：

[1] Univ Pisa, Dept Appl Math, I-56127 Pisa, Italy

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2009年 / 43卷 / 02期

关键词：

Nonsmooth variational inequality; Monotone map; Gap function; Descent method;

D O I：

10.1007/s10589-007-9132-y

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 propose a descent method via gap functions for solving nonsmooth variational inequalities with a locally Lipschitz operator. Assuming monotone operator (not necessarily strongly monotone) and bounded domain, we show that the method with an Armijo-type line search is globally convergent. Finally, we report some numerical experiments.

引用

页码：197 / 211

页数：15

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