An interior proximal cutting hyperplane method for multivalued variational inequalities

Authors: Phạm Ngọc Anh, Kim Jong Kyu,

https://www.researchgate.net/publication/265370487_An_interior_proximal_cutting_hyperplane_method_for_multivalued_variational_inequalities

Publisher, magazine: ,

Publication year: 2010

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Abstract

The authors present a new method for solving multivalued variational inequalities on polyhedral, where the underlying function is upper semicontinuous and generalized monotone. The method is based on a special interior proximal function which replaces the usual quadratic function. This leads to an interior proximal algorithm. The global convergence of the algorithm is analyzed under minimal assumptions.

Tags: multivalued variational inequalities; cutting hyperplane method; generalized monotone function; interior proximal algorithm; global convergence