Right-Hand Side Decomposition for Variational Inequalities

Igor Konnov ()

Journal of Optimization Theory and Applications, 2014, vol. 160, issue 1, No 11, 238 pages

Abstract: Abstract We consider a general class of variational inequality problems in a finite-dimensional space setting. The cost mapping need not be the gradient of any function. By using a right-hand side allocation technique, we transform such a problem into a collection of small-dimensional variational inequalities. The master problem is a set-valued variational inequality. We suggest a general iterative method for the problem obtained, which is convergent under monotonicity assumptions. We also show that regularization of partial problems enables us to create single-valued approximations for the cost mapping of the master problem and to propose simpler solution methods.

Keywords: Variational inequalities; Right-hand side allocation; Decomposition; Regularization; Combined relaxation method (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10957-013-0370-0

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