Models and methods of finite-dimensional variational inequalities (Q5942113)

The authors present an overview of modern trends in constructing methods for solving finite-dimensional variational inequalities: find an \(x^* \in \Omega\) such that \(\langle F(x^*),x-x^* \rangle \geq 0\) \(\forall x \in \Omega\), where \(F: \mathbb{R}^n \to \mathbb{R}^n\) is a smooth operator and the feasible set \(\Omega\) is given by \(\Omega=\{ x \in \mathbb{R}^n: g_i(x) \leq 0, i=1, \dots, m\}\) with smooth convex functions \(g_i(x)\), \(i=1, \dots, m\). The main emphasis is on numerical methods based on the optimization approach. The algorithms under consideration are nonlocally convergent procedures of sequential quadratic programming type possessing linear and superlinear convergence in a neighborhood of the solution.