A combined relaxation method for decomposable variational inequalities

A combined relaxation method for decomposable variational inequalities

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Article ID: iaor20002366
Country: United States
Volume: 10
Issue: 5
Start Page Number: 711
End Page Number: 728
Publication Date: May 1999
Journal: Optimization Methods & Software
Authors:
Abstract:

An iterative method based on combining, modifying and generalizing different relaxation subgradient methods is proposed for solving variational inequality (BMI) problems. For certain structured problems this method leads to a decomposition scheme. Convergence of the method is proved under weak assumptions. In particular, the main mapping need not be single-valued or monotone.

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