Iterative Algorithm for Solving Triple-Hierarchical Constrained Optimization Problem

被引：52

作者：

Iiduka, Hideaki ^{[1
]}

机构：

[1] Kyushu Inst Technol, Network Design Res Ctr, Chiyoda Ku, Tokyo 1000011, Japan

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2011年 / 148卷 / 03期

基金：

日本学术振兴会;

关键词：

Hierarchical constrained optimization problem; Variational inequality; Monotone operator; Nonexpansive mapping; Fixed point; Strong convergence; FIXED-POINT PROBLEMS; SET; SIGNAL; SPACE;

D O I：

10.1007/s10957-010-9769-z

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：

Many practical problems such as signal processing and network resource allocation are formulated as the monotone variational inequality over the fixed point set of a nonexpansive mapping, and iterative algorithms to solve these problems have been proposed. This paper discusses a monotone variational inequality with variational inequality constraint over the fixed point set of a nonexpansive mapping, which is called the triple-hierarchical constrained optimization problem, and presents an iterative algorithm for solving it. Strong convergence of the algorithm to the unique solution of the problem is guaranteed under certain assumptions.

引用

页码：580 / 592

页数：13

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