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Convergence of direct methods for paramonotone variational inequalities

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Abstract

We analyze one-step direct methods for variational inequality problems, establishing convergence under paramonotonicity of the operator. Previous results on the method required much more demanding assumptions, like strong or uniform monotonicity, implying uniqueness of solution, which is not the case for our approach.

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Authors and Affiliations

  1. Instituto de Matemática Pura e Aplicada, Estrada Dona Castorina 110, Jardim Botânico, Rio de Janeiro, CEP 22460-320, RJ, Brazil

    J. Y. Bello Cruz & A. N. Iusem

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  1. J. Y. Bello Cruz
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  2. A. N. Iusem
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Correspondence to J. Y. Bello Cruz.

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Bello Cruz, J.Y., Iusem, A.N. Convergence of direct methods for paramonotone variational inequalities. Comput Optim Appl 46, 247–263 (2010). https://doi.org/10.1007/s10589-009-9246-5

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  • DOI: https://doi.org/10.1007/s10589-009-9246-5

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