Abstract
In this paper, we show that the general variational inequality problem is equivalent to solving the Wiener-Hopf equations. We use this equivalence to suggest and analyze a number of iterative algorithms for solving general variational inequalities. We also discuss the convergence criteria for these algorithms.
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Communicated by F. Giannessi
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Noor, M.A. Wiener-hopf equations and variational inequalities. J Optim Theory Appl 79, 197–206 (1993). https://doi.org/10.1007/BF00941894
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DOI: https://doi.org/10.1007/BF00941894