On Gabay's algorithms for mixed variational inequalities (Q2365242)
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English | On Gabay's algorithms for mixed variational inequalities |
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On Gabay's algorithms for mixed variational inequalities (English)
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30 October 1997
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The author discusses various algorithms for solving maximal monotone inclusion, due to \textit{D. Gabay} [in M. Fortin and R. Glowinski (eds.), Méthodes de Lagrangian Augmenté, 279-307 (1982; Zbl 0491.65036)], \textit{P. L. Lions} and \textit{B. Mercier} [SIAM J. Numer. Anal. 16, 964-979 (1979; Zbl 0426.65050)], and \textit{A. Bermudez} and \textit{C. Moreno} [Comput. Math. Appl. 7, 43-58 (1981; Zbl 0456.65036)], and others, in term of resolvent operators. He discusses also the application of these algorithms to discretized time dependent variational inequalities.
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proximal point
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convex optimization
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duality
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numerical algorithms
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algorithms
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maximal monotone inclusion
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resolvent operators
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variational inequalities
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