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    D. L. Zhu
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    ABSTRACT: We present an iterative algorithm for solving variational inequalities under the weakest monotonicity condition proposed so far. The method relies on a new cutting plane and on analytic centers. Keywords: Variational Inequalities. Cutting planes. Analytic centers. Quasimonotonicity. 1 Introduction. Notation and definitions. Recently, Goffin, Marcotte and Zhu [4] developed a convergent framework for determining a solution x of the (primal) variational inequalityV I P (F; X) associated with the continuous mapping F and the polyhedron X = fx : Ax bg 1 , under an assumption slightly stronger than pseudomonotonicity. In this paper we show that their algorithm can be extended to quasimonotone variational inequalities that satisfy a weak additional assumption if one replaces, at iteration k, the `natural' cutting plane hF (x k ); x Gamma x k i = 0 (1) DIRO and CRT, Universit'e de Montr'eal, CP 6128, succursale Centre-Ville, Montr'eal, Canada H3C 3J7 y Research supported by...
    Preview · Article · Apr 2000

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