A new incremental constraint projection method for solving monotone variational inequalities
DOI10.1080/10556788.2016.1217210zbMATH Open1371.49007OpenAlexW2508697351MaRDI QIDQ5268933FDOQ5268933
Qamrul Hasan Ansari, Jen-Chih Yao, Fuquan Xia
Publication date: 21 June 2017
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1217210
sensitivitystabilityrandom variablesvariational inequalitiesmonotone operatorsordinary differential operatorsnonlinear operatorsrandom projection algorithmcyclic projection algorithmmonotone plus mappings
Numerical optimization and variational techniques (65K10) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Sensitivity, stability, well-posedness (49K40) Newton-type methods (49M15) Numerical methods for variational inequalities and related problems (65K15) General theory of ordinary differential operators (47E05)
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Cited In (8)
- An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach
- Title not available (Why is that?)
- Inertial-type incremental constraint projection method for solving variational inequalities without Lipschitz continuity
- Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
- A new projection method for a class of variational inequalities
- Random and cyclic projection algorithms for variational inequalities
- Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures
- A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
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