Abstract
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.
Acknowledgements
The work has been supported by the grant PRIN 2007 9PLLN7 ‘Nonlinear Optimization, Variational Inequalities and Equilibrium Problems’.