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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2011, Number 8, Pages 23–33
(Mi ivm7862)
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This article is cited in 3 scientific papers (total in 3 papers)
An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points
M. Yu. Kokurin Chair of Mathematical Analysis and Function Theory, Mari State University, Yoshkar-Ola, Russia
Abstract:
We consider variational inequalities in a Banach space. We propose an exact penalty method which enables one to refuse functional constraints. The obtained result is used for constructing optimal (in laboriousness) iterative schemes for finding saddle points under functional constraints.
Keywords:
variational inequality, monotone operator, Banach space, exact penalty, saddle point, laboriousness.
Received: 07.05.2010
Citation:
M. Yu. Kokurin, “An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points”, Izv. Vyssh. Uchebn. Zaved. Mat., 2011, no. 8, 23–33; Russian Math. (Iz. VUZ), 55:8 (2011), 19–27
Linking options:
https://www.mathnet.ru/eng/ivm7862 https://www.mathnet.ru/eng/ivm/y2011/i8/p23
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