An analytic center cutting plane method for pseudomonotone variational inequalities

Authors:
Jean-Louis Goffin;Patrice Marcotte;Daoli Zhu
Affiliations:
Faculty of Management and GERAD, McGill University, Montréal, Québec, Canada H3C 3J7;Centre de recherche sur les transports, Université de Montréal, Montréal, Québec, Canada H3C 3J7;Centre de recherche sur les transports, Université de Montréal, Montréal, Québec, Canada H3C 3J7
Venue:
Operations Research Letters
Year:
1997

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Abstract

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.