Projected subgradient method for non-Lipschitz set-valued mixed variational inequalities (Q414266)

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Projected subgradient method for non-Lipschitz set-valued mixed variational inequalities
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    Projected subgradient method for non-Lipschitz set-valued mixed variational inequalities (English)
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    10 May 2012
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    Motivated by the recent papers of \textit{F. Q. Xia} et al. [Oper. Res. Lett. 36, No. 5, 637--642 (2008; Zbl 1154.58307)] and \textit{Pham Ngoc Anh} et al. [Acta Math. Vietnam. 34, No. 1, 67--79 (2009; Zbl 1181.65099)], the authors of the present paper propose a new projected subgradient method for solving a class of set-valued mixed variational inequalities in (an infinite-dimensional) Hilbert space. Such problems arise in many applications, including, for example, elastoplasticity and equilibrium problems. Imposing a certain monotonicity condition on the given set-valued mapping, the authors establish a strong convergence theorem for their algorithm. This is in contrast with the above-mentioned paper by Xia et al. [loc.\,cit.], where only weak convergence was obtained. This theorem also improves the results in the above-mentioned paper by Pham Ngoc Anh et al. [loc.\,cit.], which only deals with set-valued variational inequalities in finite-dimensional spaces.
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    set-valued mixed variational inequality
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    projected subgradient method
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