Complexity bounds for a combined relaxation method

MaRDI QIDQ5954338zbMATH OpenFDO

Authors Igor V. Konnov

Publication date 3 June 2002

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

convergenceconvex setdual inequalityiterative methodset-valued operatorsolutionvariational inequality

Mathematics Subject Classification ID

Set-valued operators (47H04) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Numerical methods of relaxation type (49M20) Numerical optimization and variational techniques (65K10) Convex programming (90C25)

Review text

The author proposes a simple iterative method for variational inequalities with a set-valued main operator. The method requires no a priori knowledge of the problem's characteristics and converges if a solution to the dual variational inequality exists, which is a weaker assumption than the requirement that the main operator be quasi-monotone.

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Cited in

(17)

• Regularization algorithms for solving monotone Ky Fan inequalities with application to a Nash-Cournot equilibrium model
• Strong convergence theorems for nonexpansive mappings and Ky Fan inequalities
• Descent methods for equilibrium problems in a Banach space
• Computational aspects of relaxation complexity
• An extragradient method for non-monotone equilibrium problems on Hadamard manifolds with applications
• Inertial extragradient algorithms for strongly pseudomonotone variational inequalities
• A hybrid subgradient algorithm for finding a common solution of an equilibrium problem and a family of strict pseudocontraction mappings
• Computational aspects of relaxation complexity: possibilities and limitations
• An extragradient algorithm for solving bilevel pseudomonotone variational inequalities
• On the convergence of combined relaxation methods for variational inequalties
• Parallel algorithms for solving a class of variational inequalities over the common fixed points set of a finite family of demicontractive mappings
• A self-adaptive step size algorithm for solving variational inequalities with the split feasibility problem with multiple output sets constraints
• Variational Inequalities Over the Intersection of Fixed Point Sets of Generalized Demimetric Mappings and Zero Point Sets of Maximal Monotone Mappings
• Modified inertial subgradient extragradient method for equilibrium problems
• Convergence of the projection and contraction methods for solving bilevel variational inequality problems
• Outer approximation algorithms for pseudomonotone equilibrium problems
• Versions of the subgradient extragradient method for pseudomonotone variational inequalities

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