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New Approach to Solving a System of Variational Inequalities and Hierarchical Problems

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  • P. E. Maingé

    (Université des Antilles-Guyane)

Abstract

This paper deals with a viscosity iterative method, in real Hilbert spaces, for solving a system of variational inequalities over the fixed-point sets of possibly discontinuous mappings. Under classical conditions, we prove a strong convergence theorem for our method. The proposed algorithm can be applied for instance to solving variational inequalities in some situations when the projection methods fail. Moreover, the techniques of analysis are novel and provide new tools in designing approximation schemes for combined and bilevel optimization problems.

Suggested Citation

  • P. E. Maingé, 2008. "New Approach to Solving a System of Variational Inequalities and Hierarchical Problems," Journal of Optimization Theory and Applications, Springer, vol. 138(3), pages 459-477, September.
    • Handle: RePEc:spr:joptap:v:138:y:2008:i:3:d:10.1007_s10957-008-9433-z
    DOI: 10.1007/s10957-008-9433-z
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    References listed on IDEAS

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    1. R. U. Verma, 2004. "Generalized System for Relaxed Cocoercive Variational Inequalities and Projection Methods," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 203-210, April.
    2. Kassay, Gabor & Kolumban, Jozsef & Pales, Zsolt, 2002. "Factorization of Minty and Stampacchia variational inequality systems," European Journal of Operational Research, Elsevier, vol. 143(2), pages 377-389, December.
    3. L. C. Zeng & N. C. Wong & J. C. Yao, 2007. "Convergence Analysis of Modified Hybrid Steepest-Descent Methods with Variable Parameters for Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 132(1), pages 51-69, January.
    4. H. K. Xu & T. H. Kim, 2003. "Convergence of Hybrid Steepest-Descent Methods for Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 119(1), pages 185-201, October.
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