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

Paul-Emile Maingé

European Journal of Operational Research, 2010, vol. 205, issue 3, 501-506

Abstract: 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.

Keywords: Hierarchical; problem; Projected; subgradient; method; Nonsmooth; optimization; Viscosity; method; Paramonotone; operator; Mixed; variational; inequality; Complementarity; constraints (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:205:y:2010:i:3:p:501-506

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