A Cutting Plane Method for Solving Quasimonotone Variational Inequalities

Authors:
P. Marcotte;D. L. Zhu
Affiliations:
DIRO and CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada H3C 3J7;CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada H3C 3J7 and School of Management, Fudan Univ., 220 Handan Road, Shanghai, China 200433
Venue:
Computational Optimization and Applications
Year:
2001

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Abstract

We present an iterative algorithm for solving variational inequalities under the weakest monotonicity condition proposed so far. The method relies on a new cutting plane and on analytic centers.