Groupe d’études et de recherche en analyse des décisions


Strongly Monotone Variational Inequalities with Constraints Given by a Separation Oracle

This paper considers a case of strongly monotone variational inequality problems defined over a convex set which is given by a "separation oracle". An analytic center based algorithm that uses a mixture of linear and quadratic cuts is devised to solve this problem and its complexity is established.

, 13 pages