Convergence of hybrid steepest-descent methods for variational inequalities

被引:328
作者
Xu, HK [1 ]
Kim, TH
机构
[1] Univ Durban Westville, Dept Math, Durban, South Africa
[2] Pukyong Natl Univ, Div Math Sci, Pusan, South Korea
基金
新加坡国家研究基金会;
关键词
iterative algorithms; hybrid steepest-descent methods; convergence; nonexpansive mappings; Hilbert space; constrained pseudo-inverses;
D O I
10.1023/B:JOTA.0000005048.79379.b6
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
Assume that F is a nonlinear operator on a real Hilbert space H which is eta-strongly monotone and kappa-Lipschitzian on a nonempty closed convex subset C of H. Assume also that C is the intersection of the fixed point sets of a finite number of nonexpansive mappings on H. We devise an iterative algorithm which generates a sequence (x(n)) from an arbitrary initial point x(0)is an element ofH. The sequence (x(n)) is shown to converge in norm to the unique solution u* of the variational inequality [F(u*), v - u*] greater than or equal to 0, for v is an element of C. Applications to constrained pseudoinverse are included.
引用
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页码:185 / 201
页数:17
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