Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints

被引：66
|
作者：
Mainge, Paul-Emile [1 ]
机构：
[1] Univ Antilles Guyane, Dept Sci Interfac, CEREGMIA, Campus Schoelcher, Guyane 97233, Martinique, France
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2010年 / 205卷 / 03期
关键词：
Hierarchical problem; Projected subgradient method; Nonsmooth optimization; Viscosity method; Paramonotone operator; Mixed variational inequality; Complementarity constraints; STRONG-CONVERGENCE; NONSMOOTH; PRINCIPLE; SPACES; SET;
D O I：
10.1016/j.ejor.2010.01.042
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we propose an easily implementable algorithm in Hilbert spaces for solving some classical monotone variational inequality problem over the set of solutions of mixed variational inequalities. The proposed method combines two strategies: projected subgradient techniques and viscosity-type approximations. The involved stepsizes are controlled and a strong convergence theorem is established under very classical assumptions. Our algorithm can be applied for instance to some mathematical programs with complementarity constraints. (C) 2010 Elsevier B.V. All rights reserved.
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页码：501 / 506
页数：6
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