Combined Relaxation Methods for Variational Inequalities by Igor Konnov

By Igor Konnov

Variational inequalities proved to be a really great tool for research and resolution of assorted equilibrium sort difficulties coming up in Economics, Operations learn, Mathematical Physics, and Transportation. This publication is dedicated to a brand new normal method of developing answer tools for variational inequalities, which used to be known as the mixed rest technique. This process is quite versatile and permits one to build a number of tools either for single-valued and for multi-valued variational inequalities, together with nonlinear limited difficulties. the opposite crucial characteristic of the mixed leisure equipment is they are convergent less than very light assumptions. The publication might be considered as an try to discribe the prevailing mixed rest tools as an entire.

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68) and the Cauchy - Schwarz inequality it follows that 9IIG(uk)II > Tlluk - zk'mII `dm E Z+. 1 (ii), the above inequality now implies that so is {vk} and that assertion (i) is true. Next, there exists a convex bounded subset W of U such that {Uk) and {zk'm} are contained in W. Then G is Lipschitz continuous on W. It follows that (G(zk,m), zk,m - uk) < (G(uk), zk,m - uk) + LIIzk,m - ukII2, where L is the Lipschitz constant for G on W. Applying (Al) - (A4) in the above inequality gives (G(uk) - zk,m) - G(zk,m), uk < < L(Tk(uk, zk,m), zk,m - uk)/Ti Lllzk,m - u'II2 a)(BAm)-i(Tk(uk, zk,m), zk,m - uk), (1 - <- when (apm) < (1 - a)T'/L and part (ii) holds with 9' = min{9, (1 - a)T'/L}.

47) and Assumption (A6) hold. Then the method terminates with a solution. 4 attain the same rates of convergence, although they use different rules for computing the stepsize and descent direction in the main process. 36). In fact, most relaxation methods can be regarded as a basis for constructing such an auxiliary procedure. 4, we construct a CR method whose auxiliary procedure is based on an iteration of the Frank-Wolfe type method. The description of the Frank-Wolfe method can be found in (58) and, also, in [136, 42, 183).

2. 27) is symmetric and positive definite. 29) or equivalently, Ok(z) _ (Ak(z - [uk - AkAk1G(uk))),z - [uk - AkAk1G(uk)]). 30) 1. Variational Inequalities with Continuous Mappings 18 Proof. 29) must have a unique solution. 27). 54IIAk 1G(uk)1I2. 30) must be unique. 25) can be found by rather simple algorithms. Thus, the described Newtonlike scheme in fact contains a class of iterative solution methods. However, all these methods require restrictive assumptions either G be strictly monotone or its Jacobian be symmetric for convergence, as the following example illustrates.

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