A proximal decomposition algorithm for variational inequality problems. (Q1412829): Difference between revisions
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| English | A proximal decomposition algorithm for variational inequality problems. |
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A proximal decomposition algorithm for variational inequality problems. (English)
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25 November 2003
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The author considers the standard variational inequality over polyhedral constraints and presents a new decomposition method to solve the problem. First, he establishes a new decomposition algorithm solving at each iteration a system of nonlinear equations. Further he concludes the global convergence of the algorithm. Numerical illustrations are presented by the end of the paper.
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variational inequalities
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decomposition algorithms
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global convergence
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monotone mappings
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numerical examples
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