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A Cutting Plane Method for Solving Quasimonotone Variational Inequalities |
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| Authors: | P. Marcotte D.L. Zhu |
| Affiliation: | (1) DIRO and CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada, H3C 3J7;(2) CRT, Université de Montréal, CP 6128, succursale Centre-Ville, Montréal, Canada H3C 3J7;(3) School of Management, Fudan Univ., 220 Handan Road, Shanghai, China 200433 |
| 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. |
| Keywords: | variational inequalities cutting planes analytic centers quasimonotonicity |
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