A Logarithmic-Quadratic Proximal Method for Variational Inequalities

被引：18
|
作者：
Alfred Auslender
Marc Teboulle
Sami Ben-Tiba
机构：
[1] Laboratoire d' Econometrie de L'Ecole Polytechnique,School of Mathematical Sciences
[2] Tel-Aviv University,undefined
[3] Laboratoire d' Econometrie de L'Ecole Polytechnique,undefined
来源：
Computational Optimization and Applications | 1999年 / 12卷
关键词：
variational inequalities; nonlinear complementarity; proximal-like methods; maximal monotone operators; global convergence; interior point methods; saddle point computation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We present a new method for solving variational inequalities on polyhedra. The method is proximal based, but uses a very special logarithmic-quadratic proximal term which replaces the usual quadratic, and leads to an interior proximal type algorithm. We allow for computing the iterates approximately and prove that the resulting method is globally convergent under the sole assumption that the optimal set of the variational inequality is nonempty.
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页码：31 / 40
页数：9
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