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
收藏
页码：305 / 326
页数：22
相关论文
共 31 条
[11]   Pseudomonotone variational inequality problems: Existence of solutions [J].
Crouzeix, JP .
MATHEMATICAL PROGRAMMING, 1997, 78 (03) :305-314
[12]   NONLINEAR PROXIMAL POINT ALGORITHMS USING BREGMAN FUNCTIONS, WITH APPLICATIONS TO CONVEX-PROGRAMMING [J].
ECKSTEIN, J .
MATHEMATICS OF OPERATIONS RESEARCH, 1993, 18 (01) :202-226
[13]   ON THE DOUGLAS-RACHFORD SPLITTING METHOD AND THE PROXIMAL POINT ALGORITHM FOR MAXIMAL MONOTONE-OPERATORS [J].
ECKSTEIN, J ;
BERTSEKAS, DP .
MATHEMATICAL PROGRAMMING, 1992, 55 (03) :293-318
[14]   Progressive regularization of variational inequalities and decomposition algorithms [J].
El Farouq, N ;
Cohen, G .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1998, 97 (02) :407-433
[15]  
ELFAROUQ N, 2000, 00178 LAAS CNRS
[16]  
ELFAROUQ N, 2000, CONVERGENT ALGORITHM
[17]  
ELFAROUQ N, 1998, CONVERGENCE ZERO FIN
[18]   FINITE-DIMENSIONAL VARIATIONAL INEQUALITY AND NONLINEAR COMPLEMENTARITY-PROBLEMS - A SURVEY OF THEORY, ALGORITHMS AND APPLICATIONS [J].
HARKER, PT ;
PANG, JS .
MATHEMATICAL PROGRAMMING, 1990, 48 (02) :161-220
[19]   CHARACTERIZATIONS OF GENERALIZED MONOTONE MAPS [J].
KARAMARDIAN, S ;
SCHAIBLE, S ;
CROUZEIX, JP .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1993, 76 (03) :399-413
[20]   COMPLEMENTARITY PROBLEMS OVER CONES WITH MONOTONE AND PSEUDOMONOTONE MAPS [J].
KARAMARDIAN, S .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1976, 18 (04) :445-454
1234