A Penalization-Gradient Algorithm for Variational Inequalities

نویسندگان

  • Abdellatif Moudafi
  • Eman Al-Shemas
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.

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عنوان ژورنال:
  • Int. J. Math. Mathematical Sciences

دوره 2011  شماره 

صفحات  -

تاریخ انتشار 2011