Department of Mathematics
Proximal point algorithms for general variational inequalities
This paper presents a unified framework of proximal point algorithms (PPAs) for solving general variational inequalities (GVIs). Some existing PPAs for classical variational inequalities, including both the exact and inexact versions, are extended to solving GVIs. Consequently, several new PPA-based algorithms are proposed. © Springer Science+Business Media, LLC 2009.
General variational inequality, Inexact versions, Proximal point algorithms
Source Publication Title
Journal of Optimization Theory and Applications
Li, M., L. Z. Liao, and X. M. Yuan. "Proximal point algorithms for general variational inequalities." Journal of Optimization Theory and Applications 142.1 (2009): 125-145.