Error bounds of regularized gap functions for nonsmooth variational inequality problems

被引:21
|
作者
Ng, Kung Fu [1 ]
Tan, Lu Lin [1 ]
机构
[1] Chinese Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
关键词
nonsmooth variational inequality problem; merit function; regularized gap function; error bound;
D O I
10.1007/s10107-006-0007-2
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We study the Clarke-Rockafellar directional derivatives of the regularized gap functions (and of some modified ones) for the variational inequality problem (VIP) defined by a locally Lipschitz but not necessarily differentiable function on a closed convex set in an Euclidean space. As applications we show that, under the strong monotonicity assumption, the regularized gap functions have fractional exponent error bounds and consequently that the sequences provided by an algorithm of Armijo type converge to the solution of the (VIP).
引用
收藏
页码:405 / 429
页数:25
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