Nesterov, Yurii
[UCL]
Scrimali, Laura
[UCL]
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.
Référence bibliographique |
Nesterov, Yurii ; Scrimali, Laura. Solving strongly monotone variational and quasi-variational inequalities. CORE Discussion Papers ; 2006/107 (2006) |
Permalien |
http://hdl.handle.net/2078.1/4560 |