AN INTERIOR PROXIMAL CUTTING HYPERPLANE METHOD FOR MULTIVALUED VARIATIONAL INEQUALITIES

被引：0
|
作者：
Pham Ngoc Anh [1 ]
Kim, Jong Kyu [2 ]
机构：
[1] Posts & Telecommun Inst Technol, Dept Sci Fundamentals, Hanoi, Vietnam
[2] Kyungnam Univ, Dept Math, Masan 631701, Kyungnam, South Korea
来源：
JOURNAL OF NONLINEAR AND CONVEX ANALYSIS | 2010年 / 11卷 / 03期
关键词：
Multivalued variational inequalities; generalized monotone; interior proximal function; cutting hyperplane method; CONTRACTION; ALGORITHM; PRINCIPLE; OPERATORS;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We present a new method for solving multivalued variational inequalities on polyhedra, where the underlying function is upper semicontinuous and generalized monotone. The method is based on the special interior proximal function which replaces the usual quadratic function. This leads to an interior proximal algorithm. The algorithm can be viewed as combining the cutting hyperplane method and the special interior proximal function. We also analyze the global convergence of the algorithm under minimal assumptions.
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页码：491 / 502
页数：12
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