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Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2011, Volume 153, Book 1, Pages 221–230
(Mi uzku918)
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Solution method for monotone mixed variational inequalities
I. V. Konnov, O. V. Pinyagina Kazan (Volga Region) Federal University, Faculty of Computer Science and Cybernetics
Abstract:
In this article, we propose a method, which combines the techniques of regularization and descent over a gap (merit) function, for solving a monotone mixed variational inequality. The same uniformly convex auxiliary function is used for the construction of both regularized problems and gap functions. To solve the regularized problems, we apply the method of descent over a gap function with inexact line search.
Keywords:
mixed variational inequality, gap function, descent method, uniformly convex function.
Received: 16.06.2010
Citation:
I. V. Konnov, O. V. Pinyagina, “Solution method for monotone mixed variational inequalities”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 153, no. 1, Kazan University, Kazan, 2011, 221–230
Linking options:
https://www.mathnet.ru/eng/uzku918 https://www.mathnet.ru/eng/uzku/v153/i1/p221
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