An explicit algorithm for monotone variational inequalities

作者：Bello Cruz J Y; Iusem A N

来源：Optimization, 2012, 61(7): 855-871.

DOI：10.1080/02331934.2010.536232

• maximal monotone operators
• monotone variational inequalities
• projection method
• relaxed method
• weak convergence

We introduce a fully explicit method for solving monotone variational inequalities in Hilbert spaces, where orthogonal projections onto the feasible set are replaced by projections onto suitable hyperplanes. We prove weak convergence of the whole generated sequence to a solution of the problem, under only the assumptions of continuity and monotonicity of the operator and existence of solutions.

• 出版日期2012