Korpelevich's method for variational inequality problems in Banach spaces

被引：115

作者：

Iusem, Alfredo N. ^{[1
]}

Nasri, Mostafa ^{[1
]}

机构：

[1] Inst Matematica Pura & Aplicada, BR-22460320 Rio De Janeiro, Brazil

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2011年 / 50卷 / 01期

关键词：

Bregman function; Bregman projection; Korpelevich's method; Variational inequality problem; CONVERGENCE; ALGORITHM; OPERATORS; POINT; GAMES;

D O I：

10.1007/s10898-010-9613-x

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：

We propose a variant of Korpelevich's method for solving variational inequality problems with operators in Banach spaces. A full convergence analysis of the method is presented under reasonable assumptions on the problem data.

引用

页码：59 / 76

页数：18

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