A convergence result for an outer approximation scheme

Abstract

In this work we study the variational inequality problem in finite dimensional spaces. The constraint set we consider has the structure of semi-infinite programming. Standard convergence analysis for outer approximation methods includes boundedness of the constraint set, or, alternatively, coerciveness of the data. Using recession tools, we are able to replace these assumptions by the hypotheses of boundedness of the solution set and that the domain of the operator contains the constraint set.

maximal monotone operators; Banach spaces; outer approximation algorithm; semi-infinite programs