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: | Konnov I.V. |
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.