Solving the Variational Inequality Problem Defined on Intersection of Finite Level Sets

By Songnian He, Caiping Yang. 2013

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Consider the variational inequality of finding a point satisfying the property , for all , where is the intersection of finite level sets of convex functions defined on a real Hilbert space and is an -Lipschitzian and -strongly monotone operator. Relaxed and self-adaptive iterative algorithms are devised for computing the unique solution of . Since our algorithm avoids calculating the projection (calculating by computing several sequences of projections onto half-spaces containing the original domain ) directly and has no need to know any information of the constants and , the implementation of our algorithm is very easy. To prove strong convergence of our algorithms, a new lemma is established, which can be used as a fundamental tool for solving some nonlinear problems.

Subfields: Civil and Structural Engineering, Computational Theory and Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/88cc2f802ad77b1c7b0c0ea8b65b4988595865f5

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