A descent method with gap function is proposed for a finite-dimensional variational inequality with non-integrable and nonsmooth mapping. The convergence of the method with exact line search is established under strong monotonicity conditions on the underlying mapping. Preliminary numerical results are also reported.
A derivative-free descent method for nonsmooth variational inequalities
PASSACANTANDO, MAURO
2008-01-01
Abstract
A descent method with gap function is proposed for a finite-dimensional variational inequality with non-integrable and nonsmooth mapping. The convergence of the method with exact line search is established under strong monotonicity conditions on the underlying mapping. Preliminary numerical results are also reported.File in questo prodotto:
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