Solution method for monotone mixed variational inequalities

I. V. Konnov, O. V. Pinyagina

Kazan (Volga Region) Federal University, Faculty of Computer Science and Cybernetics

Abstract: In this article, we propose a method, which combines the techniques of regularization and descent over a gap (merit) function, for solving a monotone mixed variational inequality. The same uniformly convex auxiliary function is used for the construction of both regularized problems and gap functions. To solve the regularized problems, we apply the method of descent over a gap function with inexact line search.

Keywords: mixed variational inequality, gap function, descent method, uniformly convex function.

UDC: 519.6

Received: 16.06.2010