Using the banach contraction principle to implement the proximal point method for multivalued monotone variational inequalities

被引：36

作者：

Anh, P ^{[1
]}

Muu, LD

Nguyen, VH

Strodiot, JJ

机构：

[1] Post & Telecommun Inst Technol, Hanoi, Vietnam

[2] Inst Math, Hanoi 10000, Vietnam

[3] Fac Univ Notre Dame Paix, Dept Math, Unite Optimisat, B-5000 Namur, Belgium

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2005年 / 124卷 / 02期

关键词：

multivalued monotone variational inequalities; proximal-point algorithms; Banach contraction-mapping fixed-point methods; convergence rates;

D O I：

10.1007/s10957-004-0926-0

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 apply the Banach contraction-mapping fixed-point principle for solving multivalued strongly monotone variational inequalities. Then, we couple this algorithm with the proximal-point method for solving monotone multivalued variational inequalities. We prove the convergence rate of this algorithm and report some computational results.

引用

页码：285 / 306

页数：22

共 17 条

[1]

ANH PN, 2004, IN PRESS CONTRACTION

[2]

Aubin J.-P., 1984, Differential Inclusions

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