Extragradient methods for differential variational inequality problems and linear complementarity systems

DOI10.1002/MMA.4523MaRDI QIDQ3134034zbMATH OpenOpenAlexFDO

Authors

Publication date 8 February 2018

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.4523

zbMATH Keywords

variational inequalitiesextragradient methodfixed point problemoptimal control problemdifferential variational inequalitylinear complementarity system

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Fixed-point theorems (47H10) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Iterative procedures involving nonlinear operators (47J25) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

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Cited in

(3)

• Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options
• scientific article; zbMATH DE number 6614018 (Why is no real title available?)
• Extragradient method for correction of inconsistent linear programming problems

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