An algorithm for solving nonsmooth monotone variational inequalities subject to linear constraints is proposed. Combining a cutting plane procedure for strictly monotone variational inequalities with the Tikhonov regularization technique, we devise an algorithm based on successive linear programming. Preliminary numerical results are reported.
A successive linear programming algorithm for nonsmooth monotone variational inequalities
BIGI, GIANCARLO;
2010-01-01
Abstract
An algorithm for solving nonsmooth monotone variational inequalities subject to linear constraints is proposed. Combining a cutting plane procedure for strictly monotone variational inequalities with the Tikhonov regularization technique, we devise an algorithm based on successive linear programming. Preliminary numerical results are reported.File in questo prodotto:
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