An algorithm based on resolvent operators for solving variational inequalities in Hilbert spaces (Q955644): Difference between revisions

In this paper, the conception of \(M\)-monotonicity is introduced. The resolvent operator of an \(M\)-monotone operator is proved to be single valued and Lipschitz continuous. With the resolvent operator, the equivalence between the variational inequality VI\((C,F+G)\) and the fixed point problem for a nonexpansive mapping is established. A proximal point algorithm is constructed to solve the VI\((C,F+G)\) problem, which is proved to display global convergence under the condition that \(F\) in the VI problem is strongly monotone and Lipschitz continuous. To ensure that the proximal point algorithm is implementable, a convergent path Newton method, based on the assumption that the projection mapping \(\prod _C(\cdot )\) is semismooth, is given for calculating \(\varepsilon\)-solutions to the sequence of fixed point problems.