An algorithm based on resolvent operators for solving positively semidefinite variational inequalities (Q2472301)
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English | An algorithm based on resolvent operators for solving positively semidefinite variational inequalities |
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An algorithm based on resolvent operators for solving positively semidefinite variational inequalities (English)
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21 February 2008
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From the authors' summary: A new monotonicity, \(M\)-monotonicity, is introduced, and the resolvent operator of an \(M\)-monotone operator is proved to be single-valued and Lipschitz continuous. With the help of the resolvent operator, the positive semidefinite general variational inequality (VI) problem \(VI(S_{+}^{n},F+G)\) is transformed into a fixed point problem for a nonexpansive mapping. Then a proximal point algorithm is constructed to solve the fixed point problem, which is proved to display global convergence under the condition that the mapping \(F\) in the variational inequality problem is strongly monotone and Lipschitz continuous. Furthermore, a convergent path Newton method is given for calculating \(\epsilon\)-solutions to the sequence of fixed point problems, rendering the proximal point algorithm implementable.
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variational inequality
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monotone operator
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