Approximately solving multi-valued variational inequalities by using a projection and contraction algorithm

作者：Dong, Qiao-Li; Lu, Yan-Yan; Yang, Jinfeng^*; He, Songnian

来源：Numerical Algorithms, 2017, 76(3): 799-812.

DOI：10.1007/s11075-017-0283-3

• Multi-valued variational inequalities
• Projection and contraction algorithm
• Non-smooth optimization problem
• Lipschitz continuous

A projection and contraction algorithm for solving multi-valued variational inequalities is proposed. The algorithm is proved to converge globally to a solution of a given multi-valued variational inequality under standard conditions. We present an analysis of the convergence rate. Finally, preliminary computational experiments illustrate the advantage of the proposed algorithm.

• 出版日期2017-11
• 单位中国民航大学