Korpelevich's method for variational inequality problems in Banach spaces

被引：108
|
作者：
Iusem, Alfredo N. [1 ]
Nasri, Mostafa [1 ]
机构：
[1] Inst Matematica Pura & Aplicada, BR-22460320 Rio De Janeiro, Brazil
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2011年 / 50卷 / 01期
关键词：
Bregman function; Bregman projection; Korpelevich's method; Variational inequality problem; CONVERGENCE; ALGORITHM; OPERATORS; POINT; GAMES;
D O I：
10.1007/s10898-010-9613-x
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 propose a variant of Korpelevich's method for solving variational inequality problems with operators in Banach spaces. A full convergence analysis of the method is presented under reasonable assumptions on the problem data.
引用
收藏
页码：59 / 76
页数：18
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