Inexact Implicit Method with Variable Parameter for Mixed Monotone Variational Inequalities

S. L. Wang, Hai Yang and B. S. He
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S. L. Wang: Nanjing University
B. S. He: Nanjing University

Journal of Optimization Theory and Applications, 2001, vol. 111, issue 2, No 10, 443 pages

Abstract: Abstract In this paper, we focus on a useful modification of the implicit method by Noor (Ref. 1) for mixed variational inequalities. Experience on applications has shown that the number of iterations of the original method depends significantly on the penalty parameter. One of the contributions of the proposed method is that we allow the penalty parameter to be variable. By introducing a self-adaptive rule, we find that our method is more flexible and efficient than the original one. Another contribution is that we require only an inexact solution of the nonlinear equations at each iteration. A detailed convergence analysis of our method is also included.

Keywords: Mixed variational inequalities; implicit methods; inexact methods; self-adaptive rules (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1011942620208

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