Some new projection methods for variational inequalities (Q1406093)

From MaRDI portal
Revision as of 09:08, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Some new projection methods for variational inequalities
scientific article

    Statements

    Some new projection methods for variational inequalities (English)
    0 references
    0 references
    0 references
    0 references
    9 September 2003
    0 references
    Using the fixed point formulation of the variational inequality problem which is based on the Wiener-Hopf equation, the authors suggest a general double projection method with an Armijo-type line search procedure, which is an extension of some previous algorithms proposed by \textit{I. V. Konnov} [Russ. Math. 37, No. 2, 44-51 (1993); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 1993, No. 2, 46-53 (1993; Zbl 0835.90123)], \textit{M. V. Solodov} and \textit{P. Tseng} [SIAM J. Control Optimization 34, 1814-1830 (1996; Zbl 0866.49018)], and \textit{D. Sun} [J. Optimization Theory Appl. 91, 123-140 (1996; Zbl 0871.90091)]. The method converges to a solution if the variational inequality problem is solvable (this convergence condition was introduced by \textit{I. V. Konnov} (loc. cit.). The convergence rates of the method are similar to those of the previous ones.
    0 references
    variational inequality
    0 references
    double projection methods
    0 references
    Wiener-Hopf equation
    0 references
    Armijo-type line search procedure
    0 references
    algorithms
    0 references
    convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers