On convergence of descent methods for variational inequalities in a Hilbert space

On convergence of descent methods for variational inequalities in a Hilbert space

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Article ID: iaor20032489
Country: Germany
Volume: 55
Issue: 3
Start Page Number: 371
End Page Number: 382
Publication Date: Jan 2002
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors: , ,
Abstract:

In this paper, properties of differentiable gap functions for variational inequalities and convergence of the corresponding descent methods under a Hilbert space setting are considered. We give various convergence results under different assumptions on the cost mapping, including the monotone case.

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