Iterative Algorithm for Solving Triple-Hierarchical Constrained Optimization Problem

Hideaki Iiduka ()
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Hideaki Iiduka: Kyushu Institute of Technology

Journal of Optimization Theory and Applications, 2011, vol. 148, issue 3, No 9, 580-592

Abstract: Abstract Many practical problems such as signal processing and network resource allocation are formulated as the monotone variational inequality over the fixed point set of a nonexpansive mapping, and iterative algorithms to solve these problems have been proposed. This paper discusses a monotone variational inequality with variational inequality constraint over the fixed point set of a nonexpansive mapping, which is called the triple-hierarchical constrained optimization problem, and presents an iterative algorithm for solving it. Strong convergence of the algorithm to the unique solution of the problem is guaranteed under certain assumptions.

Keywords: Hierarchical constrained optimization problem; Variational inequality; Monotone operator; Nonexpansive mapping; Fixed point; Strong convergence (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-010-9769-z

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