CONTINUOUS-TIME ERGODIC ALGORITHM FOR SOLVING MONOTONE VARIATIONAL INEQUALITIES

被引:4
|
作者
Hai, Trinh Ngoc [1 ]
机构
[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, 1 Dai Co Viet, Hanoi, Vietnam
来源
关键词
Dynamical system; Variational inequality; Equilibrium problem; Ergodic algorithm; PROJECTION METHOD; CONVERGENCE; STABILITY;
D O I
10.23952/jnva.5.2021.3.04
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a new algorithm for solving monotone but not Lipschitz-continuous variational inequalities. We consider a projected-type dynamical system and prove that the solution of this dynamical system converges to a desired solution in an ergodic sense.
引用
收藏
页码:391 / 401
页数:11
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