Geodesic
A nonlinear descent method for a variational inequality on a nonconvex set
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 1 (2009), pp. 66-75 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper, we consider a generalized variational inequality problem which involves the integrable cost mapping and a nonsmooth mapping with convex components. We propose a new gradient type method, which determines a stepsize by using the smooth part of the cost function. Thus, the method does not utilize analogs of derivatives of non-smooth functions. We show that its convergence does not require additional assumptions.
Keywords: generalized variational inequality, nonsmooth mapping, nonlinear descent method. 
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I. V. Konnov. A nonlinear descent method for a variational inequality on a nonconvex set. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 1 (2009), pp. 66-75. http://geodesic.mathdoc.fr/item/IVM_2009_1_a2/

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