The Extragradient Method for Solving Variational Inequalities

Alexander J. Zaslavski
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Alexander J. Zaslavski: The Technion – Israel Institute of Technology

Chapter Chapter 12 in Numerical Optimization with Computational Errors, 2016, pp 183-203 from Springer

Abstract: Abstract In a Hilbert space, we study the convergence of the subgradient method to a solution of a variational inequality, under the presence of computational errors. The convergence of the subgradient method for solving variational inequalities is established for nonsummable computational errors. We show that the subgradient method generates a good approximate solution, if the sequence of computational errors is bounded from above by a constant.

Keywords: Variational Inequalities; Extragradient Method; Computational Errors; Subgradient Method; Hilbert Space (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-30921-7_12

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DOI: 10.1007/978-3-319-30921-7_12

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