A combined relaxation method for decomposable variational inequalities*
I. V. Konnov · Optimization methods & software · 1999
An iterative method based on combining, modifying and generalizing different relaxation subgradient methods is proposed for solving variational inequality problems. For certain structured problems this method leads to a decomposition scheme. Convergence of the method is proved under weak assumptions. In particular, the main mapping need not be single-valued or monotone.