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April  2005, 1(2): 219-233. doi: 10.3934/jimo.2005.1.219

A discretization based smoothing method for solving semi-infinite variational inequalities

Burcu Özçam 1, and  Hao Cheng 2,

1. 

Department of Industrial Engineering, North Carolina State University, Raleigh, NC 27695-7906, United States
2. 

SAS Institute Inc., Cary, NC 27513, United States

Received  August 2004 Revised  January 2005 Published  April 2005

We propose a new smoothing technique based on discretization to solve semi-infinite variational inequalities. The proposed algorithm is tested by both linear and nonlinear problems and proven to be efficient.
Keywords: Variational inequalities, smoothing., semi-infinite.
Mathematics Subject Classification: 90C34, 57R12, 49M2.
Citation: Burcu Özçam, Hao Cheng. A discretization based smoothing method for solving semi-infinite variational inequalities. Journal of Industrial & Management Optimization, 2005, 1 (2) : 219-233. doi: 10.3934/jimo.2005.1.219
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