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Zbl 0899.90157
Goffin, Jean-Louis; Marcotte, Patrice; Zhu, Daoli
An analytic center cutting plane method for pseudomonotone variational inequalities. (English)
[J] Oper. Res. Lett. 20, No.1, 1-6 (1997). ISSN 0167-6377

Summary: We consider an analytic center algorithm for solving generalized monotone variational inequalities in $\bbfR^n$, which adapts a result due to {\it J.-L. Goffin}, {\it Z.-Q. Luo} and {\it Y. Ye} [in: Large Scale Optimization, W. W. Hager et al. (eds.), 182-191 (1994; Zbl 0818.90086)] to the numerical resolution of continuous pseudomonotone variational inequalities.

MSC 2000:: *90C33 Complementarity problems
49J40 Variational methods including variational inequalities

Keywords: interior point methods; cutting planes; analytic center algorithm; generalized monotone variational inequalities

Citations: Zbl 0818.90086

Cited in: Zbl 1239.90098

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