Please use this identifier to cite or link to this item:
|Title:||An analytic center cutting plane method for solving semi-infinite variational inequality problems|
Cutting plane methods
|Source:||Fang, S.-C., Wu, S.-Y., Sun, J. (2004). An analytic center cutting plane method for solving semi-infinite variational inequality problems. Journal of Global Optimization 28 (2) : 141-152. ScholarBank@NUS Repository. https://doi.org/10.1023/B:JOGO.0000015308.49676.ea|
|Abstract:||We study a variational inequality problem VI(X, F) with X being defined by infinitely many inequality constraints and F being a pseudomonotone function. It is shown that such problem can be reduced to a problem of finding a feasible point in a convex set defined by infinitely many constraints. An analytic center based cutting plane algorithm is proposed for solving the reduced problem. Under proper assumptions, the proposed algorithm finds an ε-optimal solution in O* (n2/ρ2) iterations, where O* (·) represents the leading order, n is the dimension of X, ε is a user-specified tolerance, and ρ is the radius of a ball contained in the ε-solution set of VI(X, F).|
|Source Title:||Journal of Global Optimization|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Mar 7, 2018
WEB OF SCIENCETM
checked on Jan 31, 2018
checked on Mar 11, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.