Inexact Implicit Methods for Monotone General Variational Inequalities

摘要

Solving a variational inequality problem is equivalent to finding a solution of asystem of nonsmooth equations. Most recently, we proposed an implicit method, which solves monotone variational inequality problem via solving a series of systems of smooth equations, and thus it can exploit the facilities of the classical Newton-like methods for smooth equations. Moreover, the method is modified to an inexact one, which solves the systems of nonlinear equations inexactly and is convergent as the original implicit method.