Lagrange multipliers, (exact) regularization and error bounds for monotone variational inequalities

DOI10.1007/S10107-016-1022-6zbMATH Open1381.49039arXiv1410.3695OpenAlexW3106438735MaRDI QIDQ507339FDOQ507339

Authors: C. Charitha, Joydeep Dutta, D. Russell Luke 

Publication date: 3 February 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Abstract: We examine two central regularization strategies for monotone variational inequalities, the first a direct regularization of the operative monotone mapping, and the second via regularization of the associated dual gap function. A key link in the relationship between the solution sets to these various regularized problems is the idea of exact regularization, which, in turn, is fundamentally associated with the existence of Lagrange multipliers for the regularized variational inequality. A regularization is said to be exact if a solution to the regularized problem is a solution to the unregularized problem for all parameters beyond a certain value. The Lagrange multipliers corresponding to a particular regularization of a variational inequality, on the other hand, are defined via the dual gap function. Our analysis suggests various conceptual, iteratively regularized numerical schemes, for which we provide error bounds, and hence stopping criteria, under the additional assumption that the solution set to the unregularized problem is what we call weakly sharp of order greater than one.

Full work available at URL: https://arxiv.org/abs/1410.3695

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zbMATH Keywords

error boundvariational inequalityD-gap functiondual gap functionalexact regularizationgap functionalweak sharp solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Regularity of solutions in optimal control (49N60) Set-valued operators (47H04) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Numerical methods of relaxation type (49M20)

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Cited In (5)

• Title not available (Why is that?)
• The Tikhonov regularization for vector equilibrium problems
• On the use of regularization to correct monotone variational inequalities given approximately
• On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
• Title not available (Why is that?)

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