Self-adaptive projection-based prediction-correction method for constrained variational inequalities (Q2266827)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Self-adaptive projection-based prediction-correction method for constrained variational inequalities |
scientific article |
Statements
Self-adaptive projection-based prediction-correction method for constrained variational inequalities (English)
0 references
26 February 2010
0 references
This paper deals with a class of monotone constrained variational inequalities with some linear constraints and on convex sets. The proofs combine the Lagrangian multipliers method with some projection type prediction-correction methods. The authors argue that the number of iterations is strongly dependent on a parameter that balances the primal and dual variables. Convergence of the proposed method is proved under mild conditions. In the last part of the present paper, some numerical experiments illustrate the effectiveness of the proposed methods.
0 references
proximal point algorithm
0 references
variational inequality
0 references
Lagrangian multipliers method
0 references
prediction-correction methods
0 references
convergence
0 references
numerical experiments
0 references