General algorithm and sensitivity analysis for variational inequalities (Q1186523): Difference between revisions

The author considers the variational problem \(\langle Tu,g(v)- g(u)\rangle\geq 0\) for all \(g(v)\in K\), where \(T\), \(g\) are continuous operators in a real Hilbert space \(H\), \(K\) is a convex closed set in \(H\). Using the fixed point technique developed by \textit{R. Glowisnki}, \textit{J. Lions} and \textit{R. Tremolières} [``Numerical analysis of variational inequalities'' (1981; Zbl 0463.65046)] and by the author, an existence theorem is proved and a general algorithm for computing an approximate solution to the above problem is proposed. Continuity properties of the solutions are investigated with perturbed \(T\) and \(K\) using the projection technique. The results can be immediately applied to the complementarity problem. The theory of illustrated with several special cases.