Descent method with inexact linesearch procedure for mixed variational inequalities

I. V. Konnov

Izvestiâ vysših učebnyh zavedenij. Matematika, no. 8 (2009), pp. 37-44.

Résumé

We propose a descent method with respect to a merit function for a mixed variational inequality, involving a general nonlinear mapping and a convex but not necessarily differentiable function. The method utilizes an inexact linesearch procedure. Its convergence is proved under the additional assumptions of continuity and strong monotonicity of the cost mapping.

Détail

Keywords: mixed variational inequalities, descent method, inexact linesearch.

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