Korpelevich's method for variational inequality problems on Hadamard manifolds

被引:66
作者
Tang, Guo-ji [1 ]
Huang, Nan-jing [1 ]
机构
[1] Sichuan Univ, Dept Math, Chengdu 610064, Peoples R China
基金
中国国家自然科学基金;
关键词
Extragradient method; Variational inequality; Hadamardmanifold; Pseudomonotone vector field; MONOTONE VECTOR-FIELDS; PROXIMAL POINT ALGORITHM; PROJECTION METHOD; CONVEX-FUNCTIONS; QUASI-CONVEX; SETS;
D O I
10.1007/s10898-011-9773-3
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The concept of pseudomonotone vector field on Hadamard manifold is introduced. A variant of Korpelevich's method for solving the variational inequality problem is extended from Euclidean spaces to constant curvature Hadamard manifolds. Under a pseudomonotone assumption on the underlying vector field, we prove that the sequence generated by the method converges to a solution of variational inequality, whenever it exists. Moreover, we give an example to show the effectiveness of our method.
引用
收藏
页码:493 / 509
页数:17
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