Abstract
We observe that variational inequalities generalize convex programming. We look here for a method of computing solutions of variational inequalities in a finite-dimensional space. The method we propose is quite close to the method of Theil-Van de Panne described in Ref. 1 in the case of quadratic programming.
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Communicated by R. Conti
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Mancino, O.G., Stampacchia, G. Convex programming and variational inequalities. J Optim Theory Appl 9, 3–23 (1972). https://doi.org/10.1007/BF00932801
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DOI: https://doi.org/10.1007/BF00932801