Some proximal algorithms for linearly constrained general variational inequalities

被引：0

作者：

Li, M. ^{[2
]}

Yuan, X. M. ^{[1
]}

机构：

[1] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

[2] Southeast Univ, Sch Econ & Management, Nanjing 210096, Jiangsu, Peoples R China

来源：

OPTIMIZATION | 2012年 / 61卷 / 05期

关键词：

general variational inequality; linear constraint; proximal point algorithm; inexact methods; PROJECTION; CONVERGENCE; EQUILIBRIUM;

D O I：

10.1080/02331934.2010.522714

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：

Based on the classical proximal point algorithm (PPA), some PPA-based numerical algorithms for general variational inequalities (GVIs) have been developed recently. Inspired by these algorithms, in this article we propose some proximal algorithms for solving linearly constrained GVIs (LCGVIs). The resulted subproblems are regularized proximally, and they are allowed to be solved either exactly or approximately.

引用

页码：505 / 524

页数：20

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