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The Proximal Point Method for Nonmonotone Variational Inequalities

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  • E. Allevi
  • A. Gnudi
  • I. Konnov

Abstract

We consider an application of the proximal point method to variational inequality problems subject to box constraints, whose cost mappings possess order monotonicity properties instead of the usual monotonicity ones. Usually, convergence results of such methods require the additional boundedness assumption of the solutions set. We suggest another approach to obtaining convergence results for proximal point methods which is based on the assumption that the dual variational inequality is solvable. Then the solutions set may be unbounded. We present classes of economic equilibrium problems which satisfy such assumptions. Copyright Springer-Verlag 2006

Suggested Citation

  • 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.
    • Handle: RePEc:spr:mathme:v:63:y:2006:i:3:p:553-565
    DOI: 10.1007/s00186-005-0052-2
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    References listed on IDEAS

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    1. A. Daniilidis & N. Hadjisavvas, 1999. "Characterization of Nonsmooth Semistrictly Quasiconvex and Strictly Quasiconvex Functions," Journal of Optimization Theory and Applications, Springer, vol. 102(3), pages 525-536, September.
    2. H. D. Qi, 1999. "Tikhonov Regularization Methods for Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 193-201, July.
    3. I. V. Konnov, 1998. "On Quasimonotone Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 99(1), pages 165-181, October.
    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. Polterovich, V. M. & Spivak, V. A., 1983. "Gross substitutability of point-to-set correspondences," Journal of Mathematical Economics, Elsevier, vol. 11(2), pages 117-140, April.
    6. 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.
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    2. Han, Ke & Friesz, Terry L. & Szeto, W.Y. & Liu, Hongcheng, 2015. "Elastic demand dynamic network user equilibrium: Formulation, existence and computation," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 183-209.

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