Weak Sharp Solutions of Variational Inequalities

In this work we give su cient conditions for the nite convergence of descent algorithms for solving variational inequalities involving generalized monotone mappings.

[1]  Torbjörn Larsson,et al.  A class of gap functions for variational inequalities , 1994, Math. Program..

[2]  Michael C. Ferris,et al.  Minimum principle sufficiency , 1992, Math. Program..

[3]  Masao Fukushima,et al.  Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems , 1992, Math. Program..

[4]  J. Kyparisis,et al.  Finite convergence of algorithms for nonlinear programs and variational inequalities , 1991 .

[5]  Michael J. Todd,et al.  Mathematical programming , 2004, Handbook of Discrete and Computational Geometry, 2nd Ed..

[6]  G. Cohen Auxiliary problem principle extended to variational inequalities , 1988 .

[7]  P. Marcotte,et al.  An extended descent framework for variational inequalities , 1994 .

[8]  J. Burkey,et al.  WEAK SHARP MINIMA IN MATHEMATICAL PROGRAMMING , 1993 .

[9]  Patrice Marcotte,et al.  New classes of generalized monotonicity , 1995 .

[10]  Patrice Marcotte,et al.  Co-Coercivity and Its Role in the Convergence of Iterative Schemes for Solving Variational Inequalities , 1996, SIAM J. Optim..

[11]  M. Fukushima Merit Functions for Variational Inequality and Complementarity Problems , 1996 .

[12]  Bruce L. Golden,et al.  Optimisation , 1982, IEEE Trans. Syst. Man Cybern..

[13]  Clermont Dupuis,et al.  An Efficient Method for Computing Traffic Equilibria in Networks with Asymmetric Transportation Costs , 1984, Transp. Sci..

[14]  Masao Fukushima,et al.  A globally convergent Newton method for solving strongly monotone variational inequalities , 1993, Math. Program..