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:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
