A Strongly Convergent Direct Method for Monotone Variational Inequalities in Hilbert Spaces

被引：63

作者：

Cruz, J. Y. Bello ^{[1
]}

Iusem, A. N. ^{[1
]}

机构：

[1] Inst Matematica Pura & Aplicada, BR-22460320 Rio De Janeiro, Brazil

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2009年 / 30卷 / 1-2期

关键词：

Armijo-type search; Korpelevich's method; Maximal monotone operators; Monotone variational inequalities; Projection method; Strong convergence;

D O I：

10.1080/01630560902735223

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce a two-step direct method, like Korpelevich's, for solving monotone variational inequalities. The advantage of our method over that one is that ours converges strongly in Hilbert spaces, whereas only weak convergence has been proved for Korpelevich's algorithm. Our method also has the following desirable property: the sequence converges to the solution of the problem that lies closest to the initial iterate.

引用

页码：23 / 36

页数：14

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