Approximate methods for primal-dual variational inequalities of a mixed type (Q1603119): Difference between revisions

Let \(U\) be a real Hilbert space, \(V\) a real finite-dimensional Euclidean space partially ordered by the cone \(C\), \(Q\) a convex closed subset of \(U\), \(G: Q \to U\) and \(h: Q \to V\) single-valued operators. The author studies the problem of finding \(u^* \in Q\) such that \[ \langle G(u^*), u-u^* \rangle \geq 0\quad \forall u \in \Omega, \] where \(\Omega=\{ u \in Q: h(u) \leq 0 \}\). It is stated that the original problem is equivalent to the system of variational inequalities \[ \langle G(u^*), u-u^* \rangle+ \langle v^*, h(u)-h(u^*) \rangle \geq 0\quad \forall u \in Q; \qquad \langle h(u^*), v^*-v \rangle \geq 0\quad \forall v \in C^* \] with \((u^*,v^*) \in Q \times C^*\). With the use of this reduction several iterative methods for the original problem are proposed.