A general descent framework for the monotone variational inequality problem

We present a framework for descent algorithms that solve the monotone variational inequality problem VIP _v which consists in finding a solutionv ^* _v satisfyings(v ^*)^T(v–v ^*)0, for allv _v. This unified framework includes, as special cases, some well known iterative methods and equivalent optimization formulations. A descent method is developed for an equivalent general optimization formulation and a proof of its convergence is given. Based on this unified logarithmic framework, we show that a variant of the descent method where each subproblem is only solved approximately is globally convergent under certain conditions.This research was supported in part by individual operating grants from NSERC.