Co-coercivity and its role in the convergence of iterative schemes for solving variational inequalities

被引：214

作者：

Zhu, DL ^{[1
]}

Marcotte, P ^{[1
]}

机构：

[1] UNIV MONTREAL, DEPT INFORAMT & RECH OPERAT, MONTREAL, PQ H3C 3J7, CANADA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1996年 / 6卷 / 03期

关键词：

mathematical programming; variational inequalities; monotonicity; auxiliary problem; co-coercivity;

D O I：

10.1137/S1052623494250415

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper stresses the role of co-coercivity and related notions in the convergence of iterative schemes for solving monotone but not necessarily strongly or even strictly monotone variational inequalities. The analysis will be conducted within the conceptual framework of the ''auxiliary problem principle.''

引用

页码：714 / 726

页数：13

共 12 条

[1]

AUSLENDER A, 1973, OPTIMISATION METHODE

[2]

BENSOUSSAN A, SUR METHODES DECOMPO

[3]

BERTSEKAS DP, 1982, MATH PROGRAM STUD, V17, P139

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

COHEN, G .

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

[5]

Gabay D., 1983, AUGMENTED LAGRANGIAN, V15, P299, DOI DOI 10.1016/S0168-2024(08)70034-1

[6] 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

[7] A DECOMPOSITION PROPERTY FOR A CLASS OF SQUARE MATRICES [J].

LUO, ZQ ;

TSENG, P .

APPLIED MATHEMATICS LETTERS, 1991, 4 (05) :67-69

[8] ON THE CONVERGENCE OF PROJECTION METHODS - APPLICATION TO THE DECOMPOSITION OF AFFINE VARIATIONAL-INEQUALITIES [J].

MARCOTTE, P ;

WU, JH .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1995, 85 (02) :347-362

[9]

MARTINET B, 1970, REV FR AUTOMAT INFOR, V4, P154

[10]

MATAOUI MA, 1990, THESIS ECOLE MINES P

← 1 2 →