A Penalization-Gradient Algorithm for Variational Inequalities
نویسندگان
چکیده
This paper is concerned with the study of a penalization-gradient algorithm for solving variational inequalities, namely, find x ∈ C such that 〈Ax, y − x〉 ≥ 0 for all y ∈ C, where A : H → H is a single-valued operator, C is a closed convex set of a real Hilbert space H. Given Ψ : H → ∪ { ∞} which acts as a penalization function with respect to the constraint x ∈ C, and a penalization parameter βk, we consider an algorithmwhich alternates a proximal step with respect to ∂Ψ and a gradient step with respect to A and reads as xk I λkβk∂Ψ −1 xk−1 − λkAxk−1 . Under mild hypotheses, we obtain weak convergence for an inverse strongly monotone operator and strong convergence for a Lipschitz continuous and strongly monotone operator. Applications to hierarchical minimization and fixed-point problems are also given and the multivalued case is reached by replacing themultivalued operator by its Yosida approximatewhich is always Lipschitz continuous.
منابع مشابه
A Relaxed Extra Gradient Approximation Method of Two Inverse-Strongly Monotone Mappings for a General System of Variational Inequalities, Fixed Point and Equilibrium Problems
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ورودعنوان ژورنال:
- Int. J. Math. Mathematical Sciences
دوره 2011 شماره
صفحات -
تاریخ انتشار 2011