A successive linear programming algorithm for nonsmooth monotone variational inequalities
Giancarlo Bigi, Barbara Panicucci · Optimization methods & software · 2009
An algorithm for solving nonsmooth monotone variational inequalities subject to linear constraints is proposed. Combining a cutting plane procedure for strictly monotone variational inequalities with the Tikhonov regularization technique, we devise an algorithm based on successive linear programming. Preliminary numerical results are reported.