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An interior point method for pseudomonotone variational inequalities

Conference ·
OSTI ID:36260
; ; ;
We consider pseudomonotone variational inequalities on compact sets. Such problems can be formulated as semi-infinite linear feasibility problems, for which interior point methods are well-suited. We prove that our algorithm is convergent, thus strengthening previous convergence results about cutting-plane methods (for solving variational inequalities) that required strong monotonicity of the cost mapping. Preliminary numerical results will be presented.
OSTI ID:
36260
Report Number(s):
CONF-9408161--
Country of Publication:
United States
Language:
English

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Related Subjects

99 GENERAL AND MISCELLANEOUS
ALGORITHMS
MATRICES
NONLINEAR PROBLEMS
NONLINEAR PROGRAMMING
NUMERICAL SOLUTION
VARIATIONAL METHODS