Solving Mixed Variational Inequalities Beyond Convexity
Sorin‐Mihai Grad, Felipe Lara · Journal of Optimization Theory and Applications · 2021
Abstract We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.