An analytic center cutting plane method for pseudomonotone variational inequalities. (English) Zbl 0899.90157

Goffin, Jean-Louis; Marcotte, Patrice; Zhu, Daoli

Oper. Res. Lett. 20, No. 1, 1-6 (1997).

Summary: We consider an analytic center algorithm for solving generalized monotone variational inequalities in \(\mathbb{R}^n\), which adapts a result due to J.-L. Goffin, Z.-Q. Luo and Y. Ye [in: Large Scale Optimization, W. W. Hager et al. (eds.), 182-191 (1994; Zbl 0818.90086)] to the numerical resolution of continuous pseudomonotone variational inequalities.

MSC:

90C33	Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
49J40	Variational inequalities

Keywords:

interior point methods; cutting planes; analytic center algorithm; generalized monotone variational inequalities

Citations:

Zbl 0818.90086

References:

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