Auxiliary problem principle extended to variational inequalities
Journal of Optimization Theory and Applications
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Mathematical Programming: Series A and B
Mathematical Programming: Series A and B
New variants of bundle methods
Mathematical Programming: Series A and B
A general approach to finding stationary points and the solution of related problems
Computational Mathematics and Mathematical Physics
Equilibrium programming using proximal-like algorithms
Mathematical Programming: Series A and B
A combined relaxation method for variational inequalities with nonlinear constraints
Mathematical Programming: Series A and B
Pseudomonotone variational inequalities: convergence of proximal methods
Journal of Optimization Theory and Applications
Convergence Rates in Forward--Backward Splitting
SIAM Journal on Optimization
Hi-index | 0.01 |
We consider a system of variational inequalities with multivalued mappings, which can be viewed as an extension of constrained primal-dual variational inequalities. We propose to solve this problem with the help of a class of combined relaxation and splitting methods. We establish a convergence result for these methods for the case where the dual system is solvable. We also give several examples of applications to saddle point problems in optimization, Nash equilibrium problems in game theory, and economic equilibrium problems.