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Descent method for nonsmooth variational inequalities
Authors:I. V. Konnov
Affiliation:(1) Faculty of Computational Mathematics and Cybernetics, Kazan State University, ul. Kremlevskaya 18, Kazan, Tatarstan, 420008, Russia
Abstract:A descent method with a gap function is proposed for a finite-dimensional variational inequality with nonintegrable and nonsmooth mapping. The convergence of the method with line search is established under strong monotonicity conditions on the underlying mapping. Published in Russian in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2006, Vol. 46, No. 7, pp. 1251–1257. This article was translated by the author.
Keywords:variational inequality  nonsmooth mapping  descent method with gap function
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