A globally convergent descent method for nonsmooth variational inequalities

We propose a descent method via gap functions for solving nonsmooth variational inequalities with a locally Lipschitz operator. Assuming monotone operator (not necessarily strongly monotone) and bounded domain, we show that the method with an Armijo-type line search is globally convergent. Finally, we report some numerical experiments. This work has been supported by the National Research Program PRIN/2005017083 “Innovative Problems and Methods in Nonlinear Optimization”.