Family of perturbation methods for variational inequalities

被引:20
|
作者
MaklerScheimberg, S
Nguyen, VH
Strodiot, JJ
机构
[1] UNIV FED RIO DE JANEIRO,INST MATEMAT,BR-21945 RIO JANEIRO,BRAZIL
[2] FAC UNIV NOTRE DAME PAIX,DEPT MATH,UNITE OPTIMISAT,B-5000 NAMUR,BELGIUM
关键词
variational inequalities; decomposition algorithms; nonlinear complementarity; monotone operators; auxiliary problem principle; epiconvergence;
D O I
10.1007/BF02192537
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 recent years, the so-called auxiliary problem principle has been used to derive many iterative type algorithms for solving optimal control, mathematical programming, and variational inequality problems. In the present paper, we use this principle in conjunction with the epiconvergence theory to introduce and study a general family of perturbation methods for solving nonlinear variational inequalities over a product space of reflexive Banach spaces. We do not assume that the monotone operator involved in our general variational inequality problem is of potential type. Several known iterative algorithms, which can be obtained from our theory, are also discussed.
引用
收藏
页码:423 / 452
页数:30
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