On the Solution of Variational Inequalities by the Ellipsoid Method

DOI10.1287/MOOR.10.3.515MaRDI QIDQ3711226zbMATH OpenOpenAlexFDO

Authors 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

ellipsoid methodmonotone variational inequalitiesrate of convergence

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 27647
• Methods of centers for variational inequalities and linear programming
• Set variational inequalities
• scientific article; zbMATH DE number 2208617
• A logarithmic-quadratic proximal method for variational inequalities

Cited in

(17)

• Generalized Nash games and quasi-variational inequalities
• Methods of centers for variational inequalities and linear programming
• A deep cut ellipsoid algorithm for convex programming: Theory and applications
• Using two successive subgradients in the ellipsoid method for nonlinear programming
• An analytic center cutting plane method for pseudomonotone variational inequalities
• A unifying geometric solution framework and complexity analysis for variational inequalities
• 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
• An approximate solution for a class of second-order elliptic variational inequalities in domains of arbitrary shape
• A polynomial-time algorithm for affine variational inequalities
• A direct ellipsoid method for linear programming
• scientific article; zbMATH DE number 2208617 (Why is no real title available?)
• An ellipsoid algorithm for equality-constrained nonlinear programs
• Duality methods with an automatic choice of parameters. Application to shallow water equations in conservative form
• A parallel projection-based method for solving variational inequality problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

This page was built for publication: On the Solution of Variational Inequalities by the Ellipsoid Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3711226)