scientific article; zbMATH DE number 1488012

Authors G. Salmon, V. H. Nguyen, Jean-Jacques Strodiot

Publication date 26 August 2003

multivalued maximal monotone operator perturbed auxiliary problem variational inequalities

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Variational inequalities (global problems) in infinite-dimensional spaces (58E35) Convex programming (90C25)

Review text

In 1988 Cohen developed the auxiliary problem method for solving general variational inequalities with a multivalued maximal monotone operator in a Hilbert space. In the literature this method was combined with perturbation techniques to get a basic family of perturbation methods. However, the influence of a variational perturbation on the convergence of the auxiliary problem method has only been studied in the case of a single-valued operator. In this paper the authors present convergence results for the perturbed auxiliary problem scheme when the operator is multivalued. Especially, the concept of \(\varepsilon\)-enlargement of a maximal monotone operator is looked at. Under classical assumptions, the sequence generated by this scheme is shown to be bounded and weakly convergent to a solution of the problem. Also additional conditions are stated under which even strong convergence can be obtained. For nondifferentiable convex optimization the \(\varepsilon\)-enlargement is replaced by the \(\varepsilon\)-subdifferential. In the nonperturbed situation the presented scheme reduces to the projected inexact subgradient procedure. For the entire collection see [Zbl 0935.00054].

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