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

DOI10.1016/j.mcm.2007.11.005zbMath1156.49303OpenAlexW2008889323MaRDI QIDQ1007656

Li-Ping Pang, Jie Shen

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 optimizationauxiliary problem principleapproximate subgradientbundle methodgeneralized variational inequality

Mathematics Subject Classification ID

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

Related Items

A note on the optimality condition for a bilevel programming ⋮ 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 ⋮ A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence ⋮ A Redistributed Bundle Algorithm for Generalized Variational Inequality Problems in Hilbert Spaces

Cites Work

• Unnamed Item
• On approximations with finite precision in bundle methods for nonsmooth optimization
• Convergence of the approximate auxiliary problem method for solving generalized variational inequalities
• Auxiliary problem principle and decomposition of optimization problems
• Auxiliary problem principle extended to variational inequalities
• Convergence of some algorithms for convex minimization
• Approximations in proximal bundle methods and decomposition of convex programs
• Family of perturbation methods for variational inequalities
• Optimization by decomposition and coordination: A unified approach
• Minimizing and stationary sequences of convex constrained minimization problems