A new method for solving monotone generalized variational inequalities

Abstract

We suggest new dual algorithms and iterative methods for solving monotone generalized variational inequalities. Instead of working on the primal space, this method performs a dual step on the dual space by using the dual gap function. Under the suitable conditions, we prove the convergence of the proposed algorithms and estimate their complexity to reach an -solution. Some preliminary computational results are reported. Copyright © 2010 Pham Ngoc Anh and Jong Kyu Kim.