Copyright © 2012 Jie Shen and Li-Ping Pang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

Under the condition that the values of mapping are evaluated approximately, we propose a proximal analytic center cutting plane algorithm for solving variational inequalities. It can be considered as an approximation of the earlier cutting plane method, and the conditions we impose on the corresponding mappings are more relaxed. The convergence analysis for the proposed algorithm is also given at the end of this paper.