Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints

In this paper, we propose an easily implementable algorithm in Hilbert spaces for solving some classical monotone variational inequality problem over the set of solutions of mixed variational inequalities. The proposed method combines two strategies: projected subgradient techniques and viscosity-ty...

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Veröffentlicht in:	European journal of operational research Jg. 205; H. 3; S. 501 - 506
1. Verfasser:	MAINGE, Paul-Emile
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Amsterdam Elsevier B.V 16.09.2010 Elsevier Elsevier Sequoia S.A
Schriftenreihe:	European Journal of Operational Research
Schlagworte:	Algorithms Applied sciences Approximation Calculus of variations and optimal control Complementarity constraints Convergence Exact sciences and technology Hierarchical problem Hierarchical problem Projected subgradient method Nonsmooth optimization Viscosity method Paramonotone operator Mixed variational inequality Complementarity constraints Inequalities Mathematical analysis Mathematical programming Mathematics Mixed variational inequality Nonsmooth optimization Operational research Operational research and scientific management Operational research. Management science Optimization Optimization algorithms Optimization and Control Paramonotone operator Projected subgradient method Sciences and techniques of general use Strategy Studies Vector space Viscosity Viscosity method Mixed variational inequality Complementarity constraints Viscosity method Paramonotone operator Projected subgradient method Nonsmooth optimization Hierarchical problem Viscosity Strong convergence Subgradient optimization Complementarity problem Mixed method Nonsmooth analysis Variational inequality Inequality constraint Hilbert space Numerical convergence Mathematical programming
ISSN:	0377-2217, 1872-6860
Online-Zugang:	Volltext
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