I. V. Konnov
Abstract
A descent method with a gap function is proposed for a finite-dimensional variational inequality with nonintegrable and nonsmooth mapping. The convergence of the method with line search is established under strong monotonicity conditions on the underlying mapping.
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A descent method with a gap function is proposed for a finite-dimensional variational inequality with nonintegrable and nonsmooth mapping. The convergence of the method with line search is established under strong monotonicity conditions on the underlying mapping.
Key concepts: Variational inequality, Descent (aeronautics), Mathematics, Monotonic function, Convergence (economics), Descent direction, Line search, Applied mathematics