Solution method for monotone mixed variational inequalities

Lobachevskii Journal of Mathematics - Tập 32 - Trang 446-452 - 2011
I. V. Konnov1, O. V. Pinyagina2
1Department of System Analysis and Information Technologies, Kazan (Volga Region) Federal University, Kazan, Russia
2Department of Economical Cybernetics, Kazan (Volga Region) Federal University, Kazan, Russia

Tóm tắt

For monotone mixed variational inequalities, a solution method is proposed that combines regularization and a descent technique over a gap (merit) function. The same uniformly convex auxiliary function is used to construct both regularized problems and gap functions. The regularized problems are solved by applying the method of descent over a gap function with inexact line search.

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Thông tin xuất bản

Lobachevskii Journal of Mathematics

Tập 32

446-452

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