A POTENTIAL REDUCTION ALGORITHM FOR MONOTONE VARIATIONAL INEQUALITY PROBLEMS
Xi Liang, Xu Cheng, Hu Jian · 2000
A potential reduction algorithm is proposed for the solution of monotone variational inequality problems. At each step of the algorithm, a system of linear equations is solved to get the search direction and the Armijo's rule is used to determine the stepsize. It is proved that the algorithm is globally convergent. Computational results are reported.