Solving Variational Inequalities Defined on A Domain with Infinitely Many Linear Constraints

Abstract

We study a variational inequality problem whose domain\nis defined by infinitely many linear inequalities. A \ndiscretization method and an analytic center based \ninexact cutting plane method are proposed. Under proper \nassumptions, the convergence results for both methods are\ngiven. We also provide numerical examples for the \nproposed methods