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Generalized Convexity and Related Topics pp 3–31Cite as

Combined Relaxation Methods for Generalized Monotone Variational Inequalities

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Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 583))

Summary

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.

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Authors and Affiliations

  1. Department of Applied Mathematics, Kazan University, Kazan, Russia

    Igor V. Konnov

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  1. Igor V. Konnov
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Konnov, I.V. (2007). Combined Relaxation Methods for Generalized Monotone Variational Inequalities. In: Generalized Convexity and Related Topics. Lecture Notes in Economics and Mathematical Systems, vol 583. Springer, Berlin, Heidelberg . https://doi.org/10.1007/978-3-540-37007-9_1

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