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An analytic center cutting plane method for pseudomonotone variational inequalities. (English) Zbl 0899.90157
Summary: We consider an analytic center algorithm for solving generalized monotone variational inequalities in $\bbfR^n$, which adapts a result due to {\it J.-L. Goffin}, {\it Z.-Q. Luo} and {\it 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.

90C33Complementarity and equilibrium problems; variational inequalities (finite dimensions)
49J40Variational methods including variational inequalities
Full Text: DOI
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