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

Monotone operators and generalizations (47H05) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Iterative procedures involving nonlinear operators (47J25)

Review text

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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