Descent method with inexact linesearch for mixed variational inequalities
Authors:
I. V. Konnov
Affiliation:
(1) Kazan State University, 18 Kremlyovskaya str., Kazan, 420008, Russia
Abstract:
We propose a descent method with respect to a merit function for the mixed variational inequality involving a general nonlinear mapping and a convex, but not necessarily differentiable function. The method utilizes an inexact linesearch procedure. Its convergence is proved under the additional assumptions of continuity and strong monotonicity of the cost mapping.