A Descent Algorithm for Solving Variational Inequality Problems
Zahira Kebaili, A. Keraghel
Abstract
Zahira Kebaili, A. Keraghel
Abstract
Variational inequality problem can be formulated as a differentiable optimization problem [3]. We propose a descent method to solve the equivalent optimization problem inspired by the approach of Fukushima, then we give theoretical results and numerical experimentations.
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Variational inequality problem can be formulated as a differentiable optimization problem [3]. We propose a descent method to solve the equivalent optimization problem inspired by the approach of Fukushima, then we give theoretical results and numerical experimentations.
Key concepts: Variational inequality, Descent (aeronautics), Mathematics, Differentiable function, Mathematical optimization, Optimization problem, Inequality, Algorithm