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A globally convergent descent method for nonsmooth variational inequalities

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Abstract

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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Authors and Affiliations

  1. Department of Applied Mathematics, University of Pisa, via Buonarroti 1/c, 56127, Pisa, Italy

    Barbara Panicucci, Massimo Pappalardo & Mauro Passacantando

Authors
  1. Barbara Panicucci
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  2. Massimo Pappalardo
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  3. Mauro Passacantando
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Corresponding author

Correspondence to Massimo Pappalardo.

Additional information

This work has been supported by the National Research Program PRIN/2005017083 “Innovative Problems and Methods in Nonlinear Optimization”.

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Panicucci, B., Pappalardo, M. & Passacantando, M. A globally convergent descent method for nonsmooth variational inequalities. Comput Optim Appl 43, 197–211 (2009). https://doi.org/10.1007/s10589-007-9132-y

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  • DOI: https://doi.org/10.1007/s10589-007-9132-y

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