A globally convergent descent method for nonsmooth variational inequalities
نویسندگان
چکیده
We propose a descent method via gap functions for solving nonsmooth variational inequalities with a locally Lipschitz operator. Assuming monotone operator (not necessarily strongly monotone) and bounded domain, we show that the method with an Armijo-type line search is globally convergent. Finally, we report some numerical experiments.
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ورودعنوان ژورنال:
- Comp. Opt. and Appl.
دوره 43 شماره
صفحات -
تاریخ انتشار 2009