Partially relaxed cocoercive variational inequalities and auxiliary problem principle (Q1774442)

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Partially relaxed cocoercive variational inequalities and auxiliary problem principle
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    Partially relaxed cocoercive variational inequalities and auxiliary problem principle (English)
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    9 May 2005
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    Summary: Let \(T:K\to H\) be a mapping from a nonempty closed convex subset \(K\) of a finite-dimensional Hilbert space \(H\) into \(H\). Let \(f:K\to\mathbb{R}\) be proper, convex, and lower semi-continuous on \(K\) and let \(h:K\to\mathbb{R}\) be continuously Fréchet-differentiable on \(K\) with \(h'\) (gradient of \(h)\) \(\alpha\)-strongly monotone and \(\beta\)-Lipschitz continuous on \(K\). Then the sequence \(\{x^k\}\) generated by the general auxiliary problem principle converges to a solution \(x^*\) of the variational inequality problem described as follows: find an element \(x^*\in K\) such that \(\langle T(x^*),x-x^*\rangle+f(x)-f(x^*)>0\) for all \(x\in K\).
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    cocoercive variational inequalities
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    approximation-solvability
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    convergence
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    Fréchet-differentiable functions
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    auxiliary problem principle
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