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Article: An approximate proximal-extragradient type method for monotone variational inequalities

TitleAn approximate proximal-extragradient type method for monotone variational inequalities
Authors
KeywordsMonotone variational inequality
Inexact proximal point algorithm
Issue Date2004
Citation
Journal of Mathematical Analysis and Applications, 2004, v. 300, n. 2, p. 362-374 How to Cite?
AbstractProximal point algorithms (PPA) are attractive methods for monotone variational inequalities. The approximate versions of PPA are more applicable in practice. A modified approximate proximal point algorithm (APPA) presented by Solodov and Svaiter [Math. Programming, Ser. B 88 (2000) 371-389] relaxes the inexactness criterion significantly. This paper presents an extended version of Solodov-Svaiter's APPA. Building the direction from current iterate to the new iterate obtained by Solodov-Svaiter's APPA, the proposed method improves the profit at each iteration by choosing the optimal step length along this direction. In addition, the inexactness restriction is relaxed further. Numerical example indicates the improvement of the proposed method. © 2004 Elsevier Inc. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/250900
ISSN
2020 Impact Factor: 1.583
2020 SCImago Journal Rankings: 0.951
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorHe, Bing Sheng-
dc.contributor.authorYang, Zhen Hua-
dc.contributor.authorYuan, Xiao Ming-
dc.date.accessioned2018-02-01T01:54:01Z-
dc.date.available2018-02-01T01:54:01Z-
dc.date.issued2004-
dc.identifier.citationJournal of Mathematical Analysis and Applications, 2004, v. 300, n. 2, p. 362-374-
dc.identifier.issn0022-247X-
dc.identifier.urihttp://hdl.handle.net/10722/250900-
dc.description.abstractProximal point algorithms (PPA) are attractive methods for monotone variational inequalities. The approximate versions of PPA are more applicable in practice. A modified approximate proximal point algorithm (APPA) presented by Solodov and Svaiter [Math. Programming, Ser. B 88 (2000) 371-389] relaxes the inexactness criterion significantly. This paper presents an extended version of Solodov-Svaiter's APPA. Building the direction from current iterate to the new iterate obtained by Solodov-Svaiter's APPA, the proposed method improves the profit at each iteration by choosing the optimal step length along this direction. In addition, the inexactness restriction is relaxed further. Numerical example indicates the improvement of the proposed method. © 2004 Elsevier Inc. All rights reserved.-
dc.languageeng-
dc.relation.ispartofJournal of Mathematical Analysis and Applications-
dc.subjectMonotone variational inequality-
dc.subjectInexact proximal point algorithm-
dc.titleAn approximate proximal-extragradient type method for monotone variational inequalities-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jmaa.2004.04.068-
dc.identifier.scopuseid_2-s2.0-8644274110-
dc.identifier.volume300-
dc.identifier.issue2-
dc.identifier.spage362-
dc.identifier.epage374-
dc.identifier.isiWOS:000225417700009-
dc.identifier.issnl0022-247X-

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