Iterative Algorithm for Solving Triple‐Hierarchical Constrained Optimization Problem

Iterative Algorithm for Solving Triple‐Hierarchical Constrained Optimization Problem

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Article ID: iaor20111980
Volume: 148
Issue: 3
Start Page Number: 580
End Page Number: 592
Publication Date: Mar 2011
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: combinatorial optimization
Abstract:

Many practical problems such as signal processing and network resource allocation are formulated as the monotone variational inequality over the fixed point set of a nonexpansive mapping, and iterative algorithms to solve these problems have been proposed. This paper discusses a monotone variational inequality with variational inequality constraint over the fixed point set of a nonexpansive mapping, which is called the triple‐hierarchical constrained optimization problem, and presents an iterative algorithm for solving it. Strong convergence of the algorithm to the unique solution of the problem is guaranteed under certain assumptions.

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