An approximate bundle-type auxiliary problem method for solving generalized variational inequalities

DOI10.1016/J.MCM.2007.11.005MaRDI QIDQ1007656zbMATH OpenOpenAlexFDO

Authors Jie Shen, Li-Ping Pang

Publication date 23 March 2009

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2007.11.005

zbMATH Keywords

nonsmooth optimizationbundle methodgeneralized variational inequalityauxiliary problem principleapproximate subgradient

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40)

Recommendations

• A bundle-type auxiliary problem method for solving generalized variational-like inequalities
• Convergence of the approximate auxiliary problem method for solving generalized variational inequalities
• A Bundle Method for Solving Variational Inequalities
• A redistributed bundle algorithm for generalized variational inequality problems in Hilbert spaces
• A bundle proximal method for solving general mixed variational inequalities

Cites work

• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• Approximations in proximal bundle methods and decomposition of convex programs
• Auxiliary problem principle and decomposition of optimization problems
• Auxiliary problem principle extended to variational inequalities
• Convergence of some algorithms for convex minimization
• Convergence of the approximate auxiliary problem method for solving generalized variational inequalities
• Family of perturbation methods for variational inequalities
• Minimizing and stationary sequences of convex constrained minimization problems
• On approximations with finite precision in bundle methods for nonsmooth optimization
• Optimization by decomposition and coordination: A unified approach

Cited in

(9)

• A note on the optimality condition for a bilevel programming
• A redistributed bundle algorithm for generalized variational inequality problems in Hilbert spaces
• A Bundle Method for Solving Variational Inequalities
• A bundle-type auxiliary problem method for solving generalized variational-like inequalities
• A bundle proximal method for solving general mixed variational inequalities
• An approximate redistributed proximal bundle method with inexact data for minimizing nonsmooth nonconvex functions
• A new nonsmooth bundle-type approach for a class of functional equations in Hilbert spaces
• scientific article; zbMATH DE number 1488012 (Why is no real title available?)
• A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence

This page was built for publication: An approximate bundle-type auxiliary problem method for solving generalized variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007656)