The Proximal Point Method for Nonmonotone Variational Inequalities

E. Allevi, A. Gnudi and Igor Konnov ()

Mathematical Methods of Operations Research, 2006, vol. 63, issue 3, 553-565

Abstract: We consider an application of the proximal point method to variational inequality problems subject to box constraints, whose cost mappings possess order monotonicity properties instead of the usual monotonicity ones. Usually, convergence results of such methods require the additional boundedness assumption of the solutions set. We suggest another approach to obtaining convergence results for proximal point methods which is based on the assumption that the dual variational inequality is solvable. Then the solutions set may be unbounded. We present classes of economic equilibrium problems which satisfy such assumptions. Copyright Springer-Verlag 2006

Keywords: Proximal point method; Multivalued variational inequalities; Box-constrained sets; Nonmonotone mappings (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00186-005-0052-2 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:63:y:2006:i:3:p:553-565

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s00186-005-0052-2

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().