2006 | OriginalPaper | Buchkapitel
Combined Relaxation Methods for Generalized Monotone Variational Inequalities
verfasst von : Igor V. Konnov
Erschienen in: Generalized Convexity and Related Topics
Verlag: Springer Berlin Heidelberg
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The paper is devoted to the combined relaxation approach to constructing solution methods for variational inequalities. We describe the basic idea of this approach and implementable methods both for single-valued and for multi-valued problems. All the combined relaxation methods are convergent under very mild assumptions. This is the case if there exists a solution to the dual formulation of the variational inequality problem. In general, these methods attain a linear rate of convergence. Several classes of applications are also described.