A DESCENT METHOD FOR VARIATIONAL INEQUALITIES IN HILBERT SPACES

被引:0
|
作者
Sadhu, R. [1 ]
Nahak, C. [1 ]
机构
[1] Indian Inst Technol, Dept Math, Kharagpur, W Bengal, India
关键词
Variational inequality; Gap function; Optimization; Descent method; Global convergence; CONVERGENCE; ALGORITHM;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, a variational inequality problem is reformulated as an optimization problem. An adaptive descent method for solving the reformulated optimization problem is proposed. The method is structured by the introduction of a generalised class of differentiable gap function. Global convergence of the proposed descent method is also proved in a Hilbert space.
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页码:43 / 54
页数:12
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