Solving strongly monotone variational and quasi-variational inequalities

Yu. Nesterov and Laura Scrimali

No 2006107, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we develop a new and efficient method for variational inequality with Lipschitz continuous strongly monotone operator. Our analysis is based on a new strongly convex merit function. We apply a variant of the developed scheme for solving quasivariational inequality. As a result, we significantly improve the standard sufficient condition for existence and uniqueness of their solutions. Moreover, we get a new numerical scheme, which rate of convergence is much higher than that of the straightforward gradient method.

Keywords: variational inequality; quasivariational inequality; monotone operators; complexity analysis; efficiency estimate; optimal methods (search for similar items in EconPapers)
Date: 2006-12
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Citations: View citations in EconPapers (7)

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