A Projection-Proximal Point Algorithm for Solving Generalized Variational Inequalities
Fu-Quan Xia and
Nan-Jing Huang ()
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Fu-Quan Xia: Sichuan Normal University
Nan-Jing Huang: Sichuan University
Journal of Optimization Theory and Applications, 2011, vol. 150, issue 1, No 7, 98-117
Abstract:
Abstract In this paper, a projection-proximal point method for solving a class of generalized variational inequalities is considered in Hilbert spaces. We investigate a general iterative algorithm, which consists of an inexact proximal point step followed by a suitable orthogonal projection onto a hyperplane. We prove the convergence of the algorithm for a pseudomonotone mapping with weakly upper semicontinuity and weakly compact and convex values. We also analyze the convergence rate of the iterative sequence under some suitable conditions.
Keywords: Generalized variational inequality; Projection-proximal point algorithm; Pseudomonotone mapping; Convergence rate (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10957-011-9825-3
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