A modified descent method for co-coercive variational inequalities

Min Li, Li-Zhi Liao and Xiao-ming Yuan

European Journal of Operational Research, 2008, vol. 189, issue 2, 310-323

Abstract: This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:189:y:2008:i:2:p:310-323

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