Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems (Q1184339): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: reviewed by (P1447): Item:Q769960
RedirectionBot (talk | contribs)
Changed an Item
Property / reviewed by
 
Property / reviewed by: Alfonso Gil Azpeitia / rank
 
Normal rank

Revision as of 23:33, 20 February 2024

scientific article
Language Label Description Also known as
English
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
scientific article

    Statements

    Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems (English)
    0 references
    0 references
    28 June 1992
    0 references
    The variational inequality problem is (1): Find \(x^*\in S\subset\mathbb{R}^ n\) such that \(\langle F(x^*),x-x^*\rangle\geq 0\), \(\forall x\in\mathbb{R}^ n\) where \(S\neq\emptyset\) is closed and convex and \(F: \mathbb{R}^ n\to\mathbb{R}^ n\). Now with \(G\) being any \(n\times n\) positive definite matrix consider the program (2): \(\min\{\phi(y): y\in S\}\) where \(\phi(y)=\langle F(x),(y-x)\rangle+{1\over 2}\langle(y-x),G(y-x)\rangle\), and let \(-f(x): \mathbb{R}^ n\to\mathbb{R}\) be the optimal objective value of \(\phi(y)\) in (2). The main result is now: (i) \(f(x)\geq 0\), \(\forall x\in S\), and (ii) \(x^*\) solves (1) if and only if it solves the program (3): \(\min\{f(x): x\in S\}\) and that happens if and only if \(f(x^*)=0\), \(x^*\in S\). Moreover \(f\) is continuously differentiable (continuous) if \(F\) is continuously differentiable (continuous). In the first case descent methods are presented to solve the program (3) by an iteration process. A list of sixteen references closes the paper.
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references