Pseudomonotone variational inequalities: Convergence of proximal methods (Q5949887)

Let \(H\) be a real Hilbert space and \(K\) be a closed convex subset of \(H\). For a given operator \(T: K\to H\), consider the problem of finding \(u\in K\) such that \[ \langle Tu,v-u\rangle\geq 0,\quad\text{for all }v\text{ in }K.\tag{1} \] Problem (1) is called the variational inequality problem. In this paper, the author has studied the convergence of a proximal method for solving (1) under various conditions of pseudomonotonicity using the auxiliary principle technique coupled with the so-called Bregman function. It is worth mentioning that similar results can be obtained for mixed variational inequalities using the auxiliary principle without the Bregman function [see \textit{M. A. Noor}, ``Proximal methods for mixed variational inequalities'', J. Optimization Theory Appl. (to appear)].