Geodesic
An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 8 (2011), pp. 23-33

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We consider variational inequalities in a Banach space. We propose an exact penalty method which enables one to refuse functional constraints. The obtained result is used for constructing optimal (in laboriousness) iterative schemes for finding saddle points under functional constraints.
Keywords: variational inequality, monotone operator, Banach space, exact penalty, saddle point, laboriousness. 
@article{IVM_2011_8_a3,
     author = {M. Yu. Kokurin},
     title = {An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points},
     journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
     pages = {23--33},
     publisher = {mathdoc},
     number = {8},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IVM_2011_8_a3/}
}
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M. Yu. Kokurin. An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 8 (2011), pp. 23-33. http://geodesic.mathdoc.fr/item/IVM_2011_8_a3/