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A method of local convex majorants for solving variational-like inequalities |
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| Authors: | E. A. Nurminskii N. B. Shamrai |
| Affiliation: | (1) Institute for Automation and Control Processes, Far East Division, Russian Academy of Sciences, ul. Radio 5, Vladivostok, 690041, Russia;(2) Far East State University, ul. Sukhanova 8, Vladivostok, 690039, Russia |
| Abstract: | A numerical method based on convex approximations that locally majorize a gap function is proposed for solving a variational-like inequality. The algorithm is theoretically validated and the results of comparison of its numerical efficiency to that of the conventional methods are presented. |
| Keywords: | variational and variational-like inequalities gap function convex optimization method of local convex majorants |
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