Models and methods of finite-dimensional variational inequalities
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.
- Applications of optimization methods for solving variational inequality problems
- Solution of finite-dimensional variational inequalities using smooth optimization with simple bounds
- Homotopy methods for solving variational inequalities in unbounded sets
- Interior proximal method for variational inequalities on non-polyhedral sets
- A Newton method for a class of quasi-variational inequalities
- Solution of finite-dimensional variational inequalities using smooth optimization with simple bounds
- An extragradient algorithm for monotone variational inequalities
- Applications of optimization methods for solving variational inequality problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Convergence of the modified extragradient method for variational inequalities with non-Lipschitz operators
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