Projection methods for solving nonlinear variational inequalities

Authors

  • V. M. Panin
  • T. V. Lavrina

Abstract

Finite-dimesional variational inequalities with a strongly monotone operator and numerical methods for their solution are considered. First order projectional methods with linearisation of constraints based on quadratical programming are studied. Nonlocal convergence to solution and geometrical convergence in its neighborhood are proved.

Author Biographies

V. M. Panin

Panin V.M.

T. V. Lavrina

Lavrina T.V.

Issue

Section

Methods of optimization, optimum control and theory of games