An inexact interior point proximal method for the variational inequality problem
Autor(a) principal: | |
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Data de Publicação: | 2009 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Computational & Applied Mathematics |
Texto Completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100002 |
Resumo: | We propose an infeasible interior proximal method for solving variational inequality problems with maximal monotone operators and linear constraints. The interior proximal method proposed by Auslender, Teboulle and Ben-Tiba [3] is a proximal method using a distance-like barrier function and it has a global convergence property under mild assumptions. However, this method is applicable only to problems whose feasible region has nonempty interior. The algorithm we propose is applicable to problems whose feasible region may have empty interior. Moreover, a new kind of inexact scheme is used. We present a full convergence analysis for our algorithm. |
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Computational & Applied Mathematics |
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An inexact interior point proximal method for the variational inequality problemmaximal monotone operatorsouter approximation algorithminterior point methodglobal convergenceWe propose an infeasible interior proximal method for solving variational inequality problems with maximal monotone operators and linear constraints. The interior proximal method proposed by Auslender, Teboulle and Ben-Tiba [3] is a proximal method using a distance-like barrier function and it has a global convergence property under mild assumptions. However, this method is applicable only to problems whose feasible region has nonempty interior. The algorithm we propose is applicable to problems whose feasible region may have empty interior. Moreover, a new kind of inexact scheme is used. We present a full convergence analysis for our algorithm.Sociedade Brasileira de Matemática Aplicada e Computacional2009-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100002Computational & Applied Mathematics v.28 n.1 2009reponame:Computational & Applied Mathematicsinstname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)instacron:SBMAC10.1590/S0101-82052009000100002info:eu-repo/semantics/openAccessBurachik,Regina S.Lopes,Jurandir O.Da Silva,Geci J.P.eng2009-03-30T00:00:00Zoai:scielo:S1807-03022009000100002Revistahttps://www.scielo.br/j/cam/ONGhttps://old.scielo.br/oai/scielo-oai.php||sbmac@sbmac.org.br1807-03022238-3603opendoar:2009-03-30T00:00Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)false |
dc.title.none.fl_str_mv |
An inexact interior point proximal method for the variational inequality problem |
title |
An inexact interior point proximal method for the variational inequality problem |
spellingShingle |
An inexact interior point proximal method for the variational inequality problem Burachik,Regina S. maximal monotone operators outer approximation algorithm interior point method global convergence |
title_short |
An inexact interior point proximal method for the variational inequality problem |
title_full |
An inexact interior point proximal method for the variational inequality problem |
title_fullStr |
An inexact interior point proximal method for the variational inequality problem |
title_full_unstemmed |
An inexact interior point proximal method for the variational inequality problem |
title_sort |
An inexact interior point proximal method for the variational inequality problem |
author |
Burachik,Regina S. |
author_facet |
Burachik,Regina S. Lopes,Jurandir O. Da Silva,Geci J.P. |
author_role |
author |
author2 |
Lopes,Jurandir O. Da Silva,Geci J.P. |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Burachik,Regina S. Lopes,Jurandir O. Da Silva,Geci J.P. |
dc.subject.por.fl_str_mv |
maximal monotone operators outer approximation algorithm interior point method global convergence |
topic |
maximal monotone operators outer approximation algorithm interior point method global convergence |
description |
We propose an infeasible interior proximal method for solving variational inequality problems with maximal monotone operators and linear constraints. The interior proximal method proposed by Auslender, Teboulle and Ben-Tiba [3] is a proximal method using a distance-like barrier function and it has a global convergence property under mild assumptions. However, this method is applicable only to problems whose feasible region has nonempty interior. The algorithm we propose is applicable to problems whose feasible region may have empty interior. Moreover, a new kind of inexact scheme is used. We present a full convergence analysis for our algorithm. |
publishDate |
2009 |
dc.date.none.fl_str_mv |
2009-01-01 |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100002 |
url |
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100002 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
10.1590/S0101-82052009000100002 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
text/html |
dc.publisher.none.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
publisher.none.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
dc.source.none.fl_str_mv |
Computational & Applied Mathematics v.28 n.1 2009 reponame:Computational & Applied Mathematics instname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC) instacron:SBMAC |
instname_str |
Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC) |
instacron_str |
SBMAC |
institution |
SBMAC |
reponame_str |
Computational & Applied Mathematics |
collection |
Computational & Applied Mathematics |
repository.name.fl_str_mv |
Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC) |
repository.mail.fl_str_mv |
||sbmac@sbmac.org.br |
_version_ |
1754734890176217088 |