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.
Autori interni: | |
Autori: | Konnov, Igor V.; Panicucci, Barbara; Passacantando, Mauro |
Titolo: | A derivative-free descent method for nonsmooth variational inequalities |
Anno del prodotto: | 2008 |
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. |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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