An LQP method for pseudomonotone variational inequalities

被引：19
|
作者：
Bnouhachem, Abdellah [1 ]
机构：
[1] Nanjing Univ, Sch Management Sci & Engn, Nanjing 210093, Peoples R China
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2006年 / 36卷 / 03期
基金：
中国国家自然科学基金;
关键词：
variational inequality; pseudomonotone operator; logarithmic-quadratic proximal method;
D O I：
10.1007/s10898-006-9013-4
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：
In this paper, we proposed a modified Logarithmic-Quadratic Proximal (LQP) method [Auslender et al.: Comput. Optim. Appl. 12, 31-40 (1999)] for solving variational inequalities problems. We solved the problem approximately, with constructive accuracy criterion. We show that the method is globally convergence under that the operator is pseudomonotone which is weaker than the monotonicity and the solution set is nonempty. Some preliminary computational results are given.
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页码：351 / 363
页数：13
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