Convergence analysis of a modified inexact implicit method for general mixed monotone variational inequalities

Lu-Chuan Zeng and Jen-Chih Yao ()

Mathematical Methods of Operations Research, 2005, vol. 62, issue 2, 224 pages

Abstract: We consider a useful modification of the inexact implicit method with a variable parameter in Wang et al. J Optim Theory 111: 431–443 (2001) for generalized mixed monotone variational inequalities. One of the contributions of the proposed method in this paper is that the restrictions imposed on the variable parameter are weaker than the ones in Wang et al. J Optim Theory 111: 431–443 (2001). Another contribution is that we establish a sufficient and necessary condition for the convergence of the proposed method to a solution of the general mixed monotone variational inequality. Copyright Springer-Verlag Berlin Heidelberg 2005

Keywords: General mixed variational inequalities; Implicit methods; Inexact methods; 49J30 (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s00186-005-0019-3

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