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A method of local convex majorants for solving variational-like inequalities
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 3, pp. 355-363 Cet article a éte moissonné depuis la source Math-Net.Ru

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A numerical method based on convex approximations that locally majorize a gap function is proposed for solving a variational-like inequality. The algorithm is theoretically validated and the results of comparison of its numerical efficiency to that of the conventional methods are presented. 
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E. A. Nurminski; N. B. Shamraǐ. A method of local convex majorants for solving variational-like inequalities. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 3, pp. 355-363. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_3_a0/

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