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Let \\(X\\subseteq \\mathbb{R}^n\\) be a nonempty closed convex set, \\(u:\\mathbb{R}^n\\to \\mathbb{R}\\cup \\{+\\infty\\}\\) be a lower semicontinuous proper and convex function and \\(F: \\text{dom }u\\times X\\to \\mathbb{R}^n\\) be a continuous vector-valued mapping. The main problem approached in this book is: ``\\([\\text{GVIP}(F, u,X)]\\): Find a vector \\(x^*\\in \\mathbb{R}^n\\) such that \\(F(x^*)+\\partial u(x^*)+ N_X(x^*)\\ni 0^n\\)''. Here \\(\\partial u(x^*)\\) is the Moreau subdifferential of \\(u\\) at \\(x^*\\), \\(N_X(x^*)\\) is the normal cone at \\(X\\) in \\(x^*\\) and \\(0^n\\) is the null element of \\(\\mathbb{R}^n\\). This problem is known as a ``generalized variational inequality'', or as a ``nonlinear variational inequality'' or as a ``generalized equation''. This problem and its various special cases have a large variety of applications in the mathematical and engineering science.   The book is divided into nine chapters. 1. Introduction (p. 1-38). Various specially cases of \\([\\text{GVIP}(F, u,X)]\\) problem are presented, as: saddle point problem, nonlinear programming problem, penalty function problem, Nash equilibrium problem in games etc. It is described also the ``CA algorithm''. 2. Technical preliminaries (p. 39-56). The cases when the problem \\([\\text{GVIP}(F,u,X)]\\) admits solutions are presented. The CA algorithm is used in the resolution of a variational subproblem, and lower and upper bounds of the arising error are estimated. 3. Instances of the cost approximation algorithm (p. 57-94). Some algorithms of CA type are presented, as: interior point algorithm, Jacobi and Gauss-Seidel methods, regularization and proximal point methods, decomposition-coordination methods, decomposition of optimization problems.   4. Merit functions for variational inequality problems (p. 95-134). A class of the merit functions is presented, properties and examples of merit functions are given, some cost approximating mapping and primal-dual variational inequalities are studied. 5. Convergence of the CA algorithm for nonlinear programs (p. 135-168). The convergence of the CA algorithm is studied under an exact line search, under the Armijo and modified Armijo rules, and under various step length rules. A non-monotone CA algorithm and linear convergence results are given, too. 6. Convergence of the CA algorithm for variational inequality problems (p. 169-190). Independent and dependent iterations of the cost approximation are studied. Non-descendent ACA methods, averaging schemes and ergodic sequences are given.   7. Finite identification of active constraints and of solutions (p. 191-210). 8. Parallel and sequential decomposition CA algorithms (p. 211-252). Synchronous and partially asynchronous aspects and the convergence of some algorithms of CA type as well as variational inequality problems over Cartesian product sets are studied. 9. A column generation/simplicial decomposition algorithm (p. 253-275). This subject approached here are the following ones: column generation approaches, the column generation CA algorithm, convergence for nonlinear programs and for variational inequalities. References (p. 283-324): over 800 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