We consider the existence of solutions to the Minty variational inequality, as it plays a key role in a projection-type algorithm for solving the variational inequality. It is shown that, if the underlying mapping has a separable structure with each component of the mapping being quasimonotone, then the Minty variational inequality has a solution. An example shows that the underlying mapping itself is not necessarily quasimonotone, although each of its components is.
Journal of Optimization Theory and Applications – Springer Journals
Published: Jun 14, 2017
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