Modified Descent Methodsfor Solving the Monotonevariational
نویسندگان
چکیده
Recently, Fukushima proposed a diierentiable optimization framework for solving strictly monotone and continuously diierentiable variational inequalities. The main result of this paper is to show that Fukushima's results can be extended to monotone (not necessarily strictly monotone) and Lipschitz continuous (not necessarily continuously diierentiable) variational inequalities, if one is willing to modify slightly the basic algorithmic scheme. The modiication applies also to a general descent scheme introduced by Zhu and Marcotte.
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تاریخ انتشار 1998