Descent method for nonsmooth variational inequalities. (Russian. English summary) Zbl 07811637
Zh. Vychisl. Mat. Mat. Fiz. 46, No. 7, 1251-1257 (2006); translation in Comput. Math. Math. Phys. 46, No. 7, 1186-1192 (2006).
Summary: A descent method with a gap function is proposed for a finite-dimensional variational inequality with nonintegrable and nonsmooth mapping. The convergence of the method with line search is established under strong monotonicity conditions on the underlying mapping.
MSC:
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
| 49J40 | Variational inequalities |
| 65K10 | Numerical optimization and variational techniques |
References:
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