An Approximate Proximal-Extragradient Type Method for System of Monotone Variational Inequalities

This paper extends the approximate proximal-extra gradient type algorithm (for short, APEA) presented by He, Yang and Yuan to solve the system of monotone variational inequalities (for short, SMVI). We give the inexact proximal point algorithm for SMVI and prove the convergence of the algorithm unde...

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Bibliographic Details
Published in2010 International Conference on E-Business and E-Government pp. 2378 - 2382
Main Authors Da-Zhi Pan, Zhi-Bin Liu
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.05.2010
Subjects
Approximation algorithms
Convergence
Educational institutions
Helium
inexact proximal point algorithm
Petroleum
Programming
System of monotone variational inequalities
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Summary:This paper extends the approximate proximal-extra gradient type algorithm (for short, APEA) presented by He, Yang and Yuan to solve the system of monotone variational inequalities (for short, SMVI). We give the inexact proximal point algorithm for SMVI and prove the convergence of the algorithm under certain assumptions.
DOI:10.1109/ICEE.2010.601