Using the Banach Contraction Principle to Implement the Proximal Point Method for Multivalued Monotone Variational Inequalities

P. N. Anh, L. D. Muu, V. H. Nguyen and J. J. Strodiot
Additional contact information
P. N. Anh: Post and Telecommunications Institute of Technology
L. D. Muu: Institute of Mathematics
V. H. Nguyen: Facultés Universitaires Notre Dame de la Paix
J. J. Strodiot: Facultés Universitaires Notre Dame de la Paix

Journal of Optimization Theory and Applications, 2005, vol. 124, issue 2, No 2, 285-306

Abstract: Abstract We apply the Banach contraction-mapping fixed-point principle for solving multivalued strongly monotone variational inequalities. Then, we couple this algorithm with the proximal-point method for solving monotone multivalued variational inequalities. We prove the convergence rate of this algorithm and report some computational results.

Keywords: Multivalued monotone variational inequalities; proximal-point algorithms; Banach contraction-mapping fixed-point methods; convergence rates (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-004-0926-0

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