A new hybrid generalized proximal point algorithm for variational inequality problems

作者：Han D^*

来源：Journal of Global Optimization, 2003, 26(2): 125-140.

DOI：10.1023/A:1023087304476

• Bregman functions
• inexact methods
• monotone operators
• proximal point algorithms
• variational inequalities

In this paper, we propose a modified Bregman-function-based proximal point algorithm for solving variational inequality problems. The algorithm adopts a similar constructive approximate criterion as the one developed by Solodov and Svaiter (Set Valued Analysis 7 (1999) 323) for solving the classical proximal subproblems. Under some suitable conditions, we can get an approximate solution satisfying the accuracy criterion via a single Newton-type step. We obtain the Fejer monotonicity to solutions of VIP for paramonotone operators. Some preliminary computational results are also reported to illustrate the method.

• 出版日期2003-6
• 单位南京师范大学