Pseudomonotone variational inequalities: Convergence of the auxiliary problem method

被引：21

作者：

El Farouq, N ^{[1
]}

机构：

[1] Univ Clermont Ferrand, Toulouse, France

[2] CNRS, LAAS, F-31077 Toulouse, France

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2001年 / 111卷 / 02期

关键词：

variational inequalities; optimization problems; generalized monotonicity; pseudomonotonicity; convergence of algorithms;

D O I：

10.1023/A:1012234817482

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：

This paper deals with the convergence of the algorithm built on the auxiliary problem principle for solving pseudomonotone (in the sense of Karamardian) variational inequalities.

引用

页码：305 / 326

页数：22

共 31 条

[1]

[Anonymous], SIAM J CONTROL OPTIM

[2] QUASI-CONCAVE PROGRAMMING [J].

ARROW, KJ ;

ENTHOVEN, AC .

ECONOMETRICA, 1961, 29 (04) :779-800

[3]

Auslender A., 1976, Optimization. Methodes Numeriques

[4]

Bregman LM, 1967, USSR Computational Mathematics and Mathematical Physics, V7, P200

[5] NON-LINEAR EQUATIONS AND INEQUATIONS IN DUAL VECTORIAL SPACES [J].

BREZIS, H .

ANNALES DE L INSTITUT FOURIER, 1968, 18 (01) :115-&

[6] OPTIMIZATION BY DECOMPOSITION AND COORDINATION - UNIFIED APPROACH [J].

COHEN, G .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1978, 23 (02) :222-232

[7] AUXILIARY PROBLEM PRINCIPLE EXTENDED TO VARIATIONAL-INEQUALITIES [J].

COHEN, G .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1988, 59 (02) :325-333

[8] AUXILIARY PROBLEM PRINCIPLE AND DECOMPOSITION OF OPTIMIZATION PROBLEMS [J].

COHEN, G .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1980, 32 (03) :277-305

[9] NESTED MONOTONY FOR VARIATIONAL-INEQUALITIES OVER PRODUCT OF SPACES AND CONVERGENCE OF ITERATIVE ALGORITHMS [J].

COHEN, G ;

CHAPLAIS, F .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1988, 59 (03) :369-390

[10]

COHEN G, 1983, DECOMPOSITION COORDI, V1, P203

← 1 2 3 4 →