A descent algorithm for solving monotone variational inequalities and monotone complementarity problems

DOI10.1007/BF00935463zbMath0535.49023OpenAlexW2007291867MaRDI QIDQ791141

N. E. Zubov

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00935463

zbMATH Keywords

monotonicityLagrangian methoddescent algorithmtraffic equilibrium

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Monotone operators and generalizations (47H05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Mathematical programming (90C99)

Related Items

On the convergence of descent methods for monotone variational inequalities, Nonatomic aggregative games with infinitely many types, A continuous day-to-day traffic assignment model and the existence of a continuous dynamic user equilibrium, No-regret algorithms in on-line learning, games and convex optimization, Parallel Algorithms for Quasi-Variational Inequality Arising in Type-II Superconductivity Model, A numerical approach to optimization problems with variational inequality constraints, A Newton method for a class of quasi-variational inequalities, Solving two-level variational inequality, Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications, Variational inequalities with cone constraints, Finite composite games: equilibria and dynamics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solution of nonsymmetric, linear complementarity problems by iterative methods
• Lectures on numerical methods for non-linear variational problems
• Methodes itératives pour les équations et inéquations aux dérivées partielles non linéaires de type monotone. (Iteration methods for nonlinear equations and inequations with partial derivatives of monotone type)
• Nonlinear monotone operators and convex sets in Banach spaces
• EXISTENCE AND APPROXIMATION OF SOLUTIONS OF NONLINEAR VARIATIONAL INEQUALITIES
• Variational inequalities
• The complementarity problem