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
Konnov, I., Panicucci, B., Passacantando, M. (2008). A derivative-free descent method for nonsmooth variational inequalities. INTERNATIONAL JOURNAL OF PURE AND APPLIED MATHEMATICS, 45(1), 67-85.
A derivative-free descent method for nonsmooth variational inequalities
Passacantando, M
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
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