An approximate proximal-extragradient type method for monotone variational inequalities

• Published in: Journal of mathematical analysis and applications Vol. 300; no. 2; pp. 362 - 374
• Main Authors: He, Bing-sheng, Yang, Zhen-hua, Yuan, Xiao-ming
• Format: Journal Article
• Language: English
• Published: San Diego, CA Elsevier Inc 15.12.2004; Elsevier
• Subjects: Algorithmics. Computability. Computer arithmetics; Applied sciences; Calculus of variations and optimal control; Computer science; control theory; systems; Exact sciences and technology; Inexact proximal point algorithm; Mathematical analysis; Mathematics; Monotone variational inequality; Sciences and techniques of general use; Theoretical computing; Monotone variational inequality; Inexact proximal point algorithm; Monotone inequality; Inexact algorithm; Proximal point method; Mathematical analysis; Variational inequality

Proximal point algorithms (PPA) are attractive methods for monotone variational inequalities. The approximate versions of PPA are more applicable in practice. A modified approximate proximal point algorithm (APPA) presented by Solodov and Svaiter [Math. Programming, Ser. B 88 (2000) 371–389] relaxes...