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2011•Lobachevskii Journal of MathematicsRequires access

Solution method for monotone mixed variational inequalities

I. V. Konnov, Olga Pinyagina

Open publisher page 1 citations

Abstract

For monotone mixed variational inequalities, a solution method is proposed that combines regularization and a descent technique over a gap (merit) function. The same uniformly convex auxiliary function is used to construct both regularized problems and gap functions. The regularized problems are solved by applying the method of descent over a gap function with inexact line search.

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What this paper is about

For monotone mixed variational inequalities, a solution method is proposed that combines regularization and a descent technique over a gap (merit) function. The same uniformly convex auxiliary function is used to construct both regularized problems and gap functions. The regularized problems are solved by applying the method of descent over a gap function with inexact line search.

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Available abstract

For monotone mixed variational inequalities, a solution method is proposed that combines regularization and a descent technique over a gap (merit) function. The same uniformly convex auxiliary function is used to construct both regularized problems and gap functions. The regularized problems are solved by applying the method of descent over a gap function with inexact line search.

Key concepts: Mathematics, Variational inequality, Monotone polygon, Regularization (linguistics), Line search, Applied mathematics, Convex function, Regular polygon

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