An algorithm based on resolvent operators for solving positively semidefinite variational inequalities

DOI10.1155/2007/76040MaRDI QIDQ2472301zbMATH OpenOpenAlexWikidataFDO

Authors Juhe Sun, Shaowu Zhang, Liwei Zhang

Publication date 21 February 2008

Published in Fixed Point Theory and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://eudml.org/doc/55390

zbMATH Keywords

monotone operatorvariational inequality

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Fixed-point theorems (47H10) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Iterative procedures involving nonlinear operators (47J25)

Review text

From the authors' summary: A new monotonicity, \(M\)-monotonicity, is introduced, and the resolvent operator of an \(M\)-monotone operator is proved to be single-valued and Lipschitz continuous. With the help of the resolvent operator, the positive semidefinite general variational inequality (VI) problem \(VI(S_{+}^{n},F+G)\) is transformed into a fixed point problem for a nonexpansive mapping. Then a proximal point algorithm is constructed to solve the fixed point problem, which is proved to display global convergence under the condition that the mapping \(F\) in the variational inequality problem is strongly monotone and Lipschitz continuous. Furthermore, a convergent path Newton method is given for calculating \(\epsilon\)-solutions to the sequence of fixed point problems, rendering the proximal point algorithm implementable.

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Cites work

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• scientific article; zbMATH DE number 1261425 (Why is no real title available?)
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Cited in

(5)

• A new system of variational inclusions involving H( , )-accretive operator in Banach spaces
• \(H(\cdot ,\cdot )\)-accretive operator with an application for solving variational inclusions in Banach spaces
• CPC algorithm for semidefinite monotone variational inequalities
• Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone
• An algorithm based on resolvent operators for solving variational inequalities in Hilbert spaces

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