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Pseudomonotone Variational Inequalities: Convergence of Proximal Methods

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  • N. EL FAROUQ

    (Université Blaise Pascal)

Abstract

In this paper, we study the convergence of proximal methods for solving pseudomonotone (in the sense of Karamardian) variational inequalities. The main result is given in the finite-dimensional case, but we show that we still obtain convergence in an infinite-dimensional Hilbert space under a strong pseudomonotonicity or a pseudo-Dunn assumption on the operator involved in the variational inequality problem.

Suggested Citation

  • N. El Farouq, 2001. "Pseudomonotone Variational Inequalities: Convergence of Proximal Methods," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 311-326, May.
    • Handle: RePEc:spr:joptap:v:109:y:2001:i:2:d:10.1023_a:1017562305308
    DOI: 10.1023/A:1017562305308
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    References listed on IDEAS

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    1. Jen-Chih Yao, 1994. "Variational Inequalities with Generalized Monotone Operators," Mathematics of Operations Research, INFORMS, vol. 19(3), pages 691-705, August.
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    Cited by:

    1. M.A. Noor, 2002. "Proximal Methods for Mixed Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 115(2), pages 447-452, November.
    2. E. Allevi & A. Gnudi & I. Konnov, 2006. "The Proximal Point Method for Nonmonotone Variational Inequalities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(3), pages 553-565, July.
    3. M. A. Noor, 2004. "Auxiliary Principle Technique for Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 122(2), pages 371-386, August.
    4. I.V. Konnov, 2003. "Application of the Proximal Point Method to Nonmonotone Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 119(2), pages 317-333, November.
    5. M.A. Noor, 2002. "Proximal Methods for Mixed Quasivariational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 115(2), pages 453-459, November.
    6. Arnaldo S. Brito & J. X. Cruz Neto & Jurandir O. Lopes & P. Roberto Oliveira, 2012. "Interior Proximal Algorithm for Quasiconvex Programming Problems and Variational Inequalities with Linear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 154(1), pages 217-234, July.
    7. Friesz, Terry L. & Han, Ke & Bagherzadeh, Amir, 2021. "Convergence of fixed-point algorithms for elastic demand dynamic user equilibrium," Transportation Research Part B: Methodological, Elsevier, vol. 150(C), pages 336-352.
    8. N. N. Tam & J. C. Yao & N. D. Yen, 2008. "Solution Methods for Pseudomonotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 138(2), pages 253-273, August.
    9. Nils Langenberg, 2010. "Pseudomonotone operators and the Bregman Proximal Point Algorithm," Journal of Global Optimization, Springer, vol. 47(4), pages 537-555, August.
    10. Friesz, Terry L. & Kim, Taeil & Kwon, Changhyun & Rigdon, Matthew A., 2011. "Approximate network loading and dual-time-scale dynamic user equilibrium," Transportation Research Part B: Methodological, Elsevier, vol. 45(1), pages 176-207, January.

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