On the Solution of Variational Inequalities by the Ellipsoid Method

DOI10.1287/MOOR.10.3.515zbMath0586.49016OpenAlexW1977184280MaRDI QIDQ3711226

Hans-Jakob Lüthi

Publication date: 1985

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.10.3.515

zbMATH Keywords

rate of convergencemonotone variational inequalitiesellipsoid method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (12)

Using two successive subgradients in the ellipsoid method for nonlinear programming ⋮ A polynomial-time algorithm for affine variational inequalities ⋮ A direct ellipsoid method for linear programming ⋮ An analytic center cutting plane method for pseudomonotone variational inequalities ⋮ A unifying geometric solution framework and complexity analysis for variational inequalities ⋮ Generalized Nash games and quasi-variational inequalities ⋮ An ellipsoid algorithm for equality-constrained nonlinear programs ⋮ Solving asymmetric variational inequalities via convex optimization ⋮ Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method ⋮ General models in min-max continuous location: Theory and solution techniques ⋮ A deep cut ellipsoid algorithm for convex programming: Theory and applications ⋮ Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

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