Applications of fixed-point methods to discrete variational and quasi- variational inequalities (Q1819548)
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English | Applications of fixed-point methods to discrete variational and quasi- variational inequalities |
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Applications of fixed-point methods to discrete variational and quasi- variational inequalities (English)
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1987
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Discrete analogues of variational inequalities (VI) and quasi-variational inequalities (QVI), encountered in stochastic control and mathematical physics, are discussed. It is shown that those discrete VI's and QVI's can be written in the fixed point form \(x=Tx\) such that either T or some power of T is a contraction. This leads to globally convergent iterative methods for the solution of discret VI's and QVI's, which are very suitable for implementation on parallel computers with single- instruction, multiple-data architecture, particularly on massive parallel processors.
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fixed-point methods
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quasi-variational inequalities
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stochastic control
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iterative methods
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parallel processors
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finite-difference approximation
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contraction mapping
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