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A projection algorithm for non-monotone variational inequalities
journal contribution
posted on 2020-03-01, 00:00 authored by R S Burachik, Reinier Diaz MillanReinier Diaz Millan© 2019, Springer Nature B.V. We introduce a projection-type algorithm for solving the variational inequality problem for point-to-set operators, and establish its convergence properties. Namely, we assume that the operator of the variational inequality is continuous in the point-to-set sense, i.e., inner- and outer-semicontinuous. Under the assumption that the dual solution set is not empty, we prove that our method converges to a solution of the variational inequality. Instead of the monotonicity assumption, we require the non-emptiness of the solution set of the dual formulation of the variational inequality. We provide numerical experiments illustrating the behaviour of our iterates. Moreover, we compare our new method with a recent similar one.
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Journal
Set-Valued and Variational AnalysisVolume
28Issue
1Pagination
149 - 166Publisher
SpringerLocation
Berlin, GermanyPublisher DOI
ISSN
0927-6947eISSN
1877-0541Language
engPublication classification
C1.1 Refereed article in a scholarly journalUsage metrics
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