Global convergence of descent processes for solving non strictly monotone variational inequalities |
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| Authors: | P Marcotte D Zhu |
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| Institution: | (1) DIRO and CRT, University of Montreal, H3C 3J7 Montreal, Quebec, Canada;(2) CRT, University of Montreal, H3C 3J7 Montreal, Quebec, Canada |
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| Abstract: | This paper addresses the question of global convergence of descent processes for solving monotone variational inequalities defined on compact subsets ofR
n
. The approach applies to a large class of methods that includes Newton, Jacobi and linearized Jacobi methods as special cases. Furthermore, strict monotonicity of the cost mapping is not required.Research supported by NSERC grant A5789. |
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| Keywords: | descent methods variational inequalities global convergence |
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