Please use this identifier to cite or link to this item:
https://doi.org/10.1023/B:JOGO.0000015308.49676.ea
DC Field | Value | |
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dc.title | An analytic center cutting plane method for solving semi-infinite variational inequality problems | |
dc.contributor.author | Fang, S.-C. | |
dc.contributor.author | Wu, S.-Y. | |
dc.contributor.author | Sun, J. | |
dc.date.accessioned | 2013-10-09T03:25:45Z | |
dc.date.available | 2013-10-09T03:25:45Z | |
dc.date.issued | 2004 | |
dc.identifier.citation | 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 | |
dc.identifier.issn | 09255001 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/44057 | |
dc.description.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). | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1023/B:JOGO.0000015308.49676.ea | |
dc.source | Scopus | |
dc.subject | Analytic centers | |
dc.subject | Cutting plane methods | |
dc.subject | Variational inequalities | |
dc.type | Article | |
dc.contributor.department | DECISION SCIENCES | |
dc.description.doi | 10.1023/B:JOGO.0000015308.49676.ea | |
dc.description.sourcetitle | Journal of Global Optimization | |
dc.description.volume | 28 | |
dc.description.issue | 2 | |
dc.description.page | 141-152 | |
dc.description.coden | JGOPE | |
dc.identifier.isiut | 000188853400002 | |
Appears in Collections: | Staff Publications |
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