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 Num. Meth. Prog., 2010, Volume 11, Issue 4, Pages 318–325 (Mi vmp325)

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A partial regularization method for a generalized primal-dual system of inequalities

D. A. Dyabilkin, I. V. Konnov

Kazan (Volga Region) Federal University, Faculty of Computer Science and Cybernetics

Abstract: A generalized primal-dual system is considered. The problem is reformulated as an equivalent variational inequality whose main mapping does not possess a monotonicity property and is not the gradient mapping of any function. In order to solve the problem, a partial regularization method is proposed. Its convergence is proved under certain coercitivity-type conditions. An application to an economic equilibrium problem is discussed. The work was supported by the Russian Foundation for Basic Research (project 10-01-00629).

Keywords: generalized primal-dual system; nonmonotone variational inequality; partial regularization method; sufficient convergence conditions.

Full text: PDF file (178 kB)
UDC: 519.6

Citation: D. A. Dyabilkin, I. V. Konnov, “A partial regularization method for a generalized primal-dual system of inequalities”, Num. Meth. Prog., 11:4 (2010), 318–325

Citation in format AMSBIB
\Bibitem{DyaKon10} \by D.~A.~Dyabilkin, I.~V.~Konnov \paper A partial regularization method for a generalized primal-dual system of inequalities \jour Num. Meth. Prog. \yr 2010 \vol 11 \issue 4 \pages 318--325 \mathnet{http://mi.mathnet.ru/vmp325}