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

被引：42

作者：

Crouzeix, JP ^{[1
]}

Marcotte, P

Zhu, DL

机构：

[1] Univ Blaise Pascal, LIMOS, F-63177 Clermont Ferrand, France

[2] Univ Montreal, DIRO, Montreal, PQ H3C 3J7, Canada

[3] Univ Montreal, CRT, Montreal, PQ H3C 3J7, Canada

来源：

MATHEMATICAL PROGRAMMING | 2000年 / 88卷 / 03期

关键词：

variational inequalities; cutting planes; generalized monotonicity;

D O I：

10.1007/PL00011384

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

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.

引用

页码：521 / 539

页数：19

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