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Zbl 0811.65049
Iusem, Alfredo N.
An iterative algorithm for the variational inequality problem.
(English)
[J] Comput. Appl. Math. 13, No.2, 103-114 (1994). ISSN 0101-8205; ISSN 1807-0302/e

The author considers the variational inequality: $\langle F(x),x- z\rangle\ge 0$ for all $x\in C$, where $F$ is a monotone operator and $C$ is a convex set. A new algorithm is proposed, and its convergence properties are discussed.
[F.Zhang (Canberra)]
MSC 2000:
*65K10 Optimization techniques (numerical methods)
90C25 Convex programming
49J40 Variational methods including variational inequalities

Keywords: convex programming; variational inequality; monotone operator; algorithm; convergence

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