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On the Efficient Solution of Variational Inequalities; Complexity and Computational Efficiency

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dc.contributor.author Perakis, Georgia en_US
dc.contributor.author Zaretsky, M. (Marina) en_US
dc.date.accessioned 2004-05-28T19:23:05Z
dc.date.available 2004-05-28T19:23:05Z
dc.date.issued 2002-01 en_US
dc.identifier.uri http://hdl.handle.net/1721.1/5099
dc.description.abstract In this paper we combine ideas from cutting plane and interior point methods in order to solve variational inequality problems efficiently. In particular, we introduce a general framework that incorporates nonlinear as well as linear "smarter" cuts. These cuts utilize second order information on the problem through the use of a gap function. We establish convergence as well as complexity results for this framework. Moreover, in order to devise more practical methods, we consider an affine scaling method as it applies to symmetric, monotone variationalinequality problems and demonstrate its convergence. Finally, in order to further improve the computational efficiency of the methods in this paper, we combine the cutting plane approach with the affine scaling approach. en_US
dc.format.extent 1935133 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US en_US
dc.publisher Massachusetts Institute of Technology, Operations Research Center en_US
dc.relation.ispartofseries Operations Research Center Working Paper;OR 360-02 en_US
dc.subject Variational inequalities, Interior-point methods, Affine Scaling, Cutting Plane Methods AMS Subject Classifications: Primary 90C06; Secondary 90C25 en_US
dc.title On the Efficient Solution of Variational Inequalities; Complexity and Computational Efficiency en_US
dc.type Working Paper en_US


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