ISSN:
1436-4646
Keywords:
Variational inequalities
;
descent methods
;
optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We present a framework for descent algorithms that solve the monotone variational inequality problem VIP v which consists in finding a solutionv *∈Ω v satisfyings(v *)T(v−v *)⩾0, for allv∈Ω v. This unified framework includes, as special cases, some well known iterative methods and equivalent optimization formulations. A descent method is developed for an equivalent general optimization formulation and a proof of its convergence is given. Based on this unified logarithmic framework, we show that a variant of the descent method where each subproblem is only solved approximately is globally convergent under certain conditions.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01582152
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