Application of penalty methods to non-stationary variational inequalities

Abstract

We solve a general variational inequality problem in a finite-dimensional setting, where only approximation sequences are known instead of exact values of the cost mapping and feasible set. We suggest to utilize a sequence of solutions of auxiliary problems based on a penalty method. Its convergence is attained without concordance of penalty and approximation parameters under mild coercivity type conditions. We also show that the regularized version of the penalty method enables us to further weaken the coercivity condition. © 2013 Elsevier Ltd. All rights reserved.