메뉴 건너뛰기




Volumn 27, Issue 3, 2004, Pages 247-267

Comparison of Two Kinds of Prediction-Correction Methods for Monotone Variational Inequalities

Author keywords

Extra gradient methods; Forward backward splitting methods; Monotone variational inequalities; Prediction correction methods

Indexed keywords

ALGORITHMS; FUNCTIONS; ITERATIVE METHODS; MAPPING; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBLEM SOLVING;

EID: 1342345850     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:COAP.0000013058.17185.90     Document Type: Article
Times cited : (53)

References (28)
  • 1
    • 0012283831 scopus 로고
    • Parallel and Distributed Computation
    • Prentice-Hall: Englewood Cliffs, NJ
    • D.P. Bertsekas and J.N. Tsitsiklis, Parallel and Distributed Computation, Numerical Methods, Prentice-Hall: Englewood Cliffs, NJ, 1989.
    • (1989) Numerical Methods
    • Bertsekas, D.P.1    Tsitsiklis, J.N.2
  • 3
    • 84967782959 scopus 로고
    • On the numerical solution of the heat conduction problem in 2 and 3 space variables
    • J. Douglas and H.H. Rachford, "On the numerical solution of the heat conduction problem in 2 and 3 space variables," Trans. Amer. Math. Soc., vol. 82, pp. 421-439, 1956.
    • (1956) Trans. Amer. Math. Soc. , vol.82 , pp. 421-439
    • Douglas, J.1    Rachford, H.H.2
  • 4
    • 0001918140 scopus 로고
    • On the basic theorem of complementarity
    • B.C. Eaves, "On the basic theorem of complementarity," Mathematical Programming, vol. 1, pp. 68-75, 1971.
    • (1971) Mathematical Programming , vol.1 , pp. 68-75
    • Eaves, B.C.1
  • 7
    • 0344704362 scopus 로고
    • Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory algorithms and applications
    • P.T. Harker and J.S. Pang, "Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory algorithms and applications," Mathematical Programming, vol. 48, pp. 161-220, 1990.
    • (1990) Mathematical Programming , vol.48 , pp. 161-220
    • Harker, P.T.1    Pang, J.S.2
  • 8
    • 0001546137 scopus 로고
    • A Damped-Newton method for the linear complementarity problem
    • P.T. Harker and J.S. Pang, "A Damped-Newton method for the linear complementarity problem," Lectures in Applied Mathematics, vol. 26, pp. 265-284, 1990.
    • (1990) Lectures in Applied Mathematics , vol.26 , pp. 265-284
    • Harker, P.T.1    Pang, J.S.2
  • 9
    • 0000527168 scopus 로고
    • A projection and contraction method for a class of linear complementarity problem and its application in convex quadratic programming
    • B.S. He, "A projection and contraction method for a class of linear complementarity problem and its application in convex quadratic programming," Applied Mathematics and Optimization, vol. 25, pp. 247-262, 1992.
    • (1992) Applied Mathematics and Optimization , vol.25 , pp. 247-262
    • He, B.S.1
  • 10
    • 0028767587 scopus 로고
    • A new method for a class of linear variational inequalities
    • B.S. He, "A new method for a class of linear variational inequalities," Mathematical Programming, vol. 66, pp. 137-144, 1994.
    • (1994) Mathematical Programming , vol.66 , pp. 137-144
    • He, B.S.1
  • 11
    • 21344492689 scopus 로고
    • Solving a class of linear projection equations
    • B.S. He, "Solving a class of linear projection equations," Numerische Mathematik, vol. 68, pp. 71-80, 1994.
    • (1994) Numerische Mathematik , vol.68 , pp. 71-80
    • He, B.S.1
  • 12
    • 0030819777 scopus 로고    scopus 로고
    • A class of projection and contraction methods for monotone variational inequalities
    • B.S. He, "A class of projection and contraction methods for monotone variational inequalities," Applied Mathematics & Optimization, vol. 35, pp. 69-76, 1997.
    • (1997) Applied Mathematics & Optimization , vol.35 , pp. 69-76
    • He, B.S.1
  • 13
    • 24944576683 scopus 로고    scopus 로고
    • Inexact implicit methods for monotone general variational inequalities
    • B.S. He, "Inexact implicit methods for monotone general variational inequalities," Mathematical Programming, vol. 86, pp. 199-216, 1999.
    • (1999) Mathematical Programming , vol.86 , pp. 199-216
    • He, B.S.1
  • 14
    • 0036104161 scopus 로고    scopus 로고
    • Improvements of some projection methods for monotone nonlinear variational inequalities
    • B.S. He and L.Z. Liao, "Improvements of some projection methods for monotone nonlinear variational inequalities," J. of Optimization Theory and Applications, vol. 112, pp. 111-128, 2002.
    • (2002) J. of Optimization Theory and Applications , vol.112 , pp. 111-128
    • He, B.S.1    Liao, L.Z.2
  • 15
    • 38249036247 scopus 로고
    • Modification of the extragradient method for solving variational inequalities and certain optimization problems
    • E.N. Khobotov, "Modification of the extragradient method for solving variational inequalities and certain optimization problems," U.S.S.R. Comput. Math. Phys., vol. 27, pp. 120-127, 1987.
    • (1987) U.S.S.R. Comput. Math. Phys. , vol.27 , pp. 120-127
    • Khobotov, E.N.1
  • 16
    • 0000005602 scopus 로고
    • The extragradient method for finding saddle points and other problems
    • G.M. Korpelevich, "The extragradient method for finding saddle points and other problems," Ekonomika i Matematchskie Metody, vol. 12, pp. 747-756, 1976.
    • (1976) Ekonomika i Matematchskie Metody , vol.12 , pp. 747-756
    • Korpelevich, G.M.1
  • 18
    • 0000345334 scopus 로고
    • Splitting algorithms for the sum of two nonlinear operators
    • P.L. Lions and B. Mercler, "Splitting algorithms for the sum of two nonlinear operators," SIAM J. Numerical Analysis, vol. 16, pp. 964-979, 1979.
    • (1979) SIAM J. Numerical Analysis , vol.16 , pp. 964-979
    • Lions, P.L.1    Mercler, B.2
  • 19
    • 0000915170 scopus 로고
    • Application of Khobotov's algorithm to variational inequalities and network equilibrium problems
    • P. Marcotte, "Application of Khobotov's algorithm to variational inequalities and network equilibrium problems," Inf. Syst. Oper. Res., vol. 29, pp. 258-270, 1984.
    • (1984) Inf. Syst. Oper. Res. , vol.29 , pp. 258-270
    • Marcotte, P.1
  • 20
    • 0023314787 scopus 로고
    • A note on a globally convergent newton method for solving variational inequalities
    • P. Marcotee and J.P. Dussault, "A note on a globally convergent newton method for solving variational inequalities," Operation Research Letters, vol. 6, pp. 35-42, 1987.
    • (1987) Operation Research Letters , vol.6 , pp. 35-42
    • Marcotee, P.1    Dussault, J.P.2
  • 21
    • 0016950796 scopus 로고
    • Augmented lagrangians and applications of the proximal point algorithm in convex programming
    • R.T. Rockafellar, "Augmented lagrangians and applications of the proximal point algorithm in convex programming," Mathematics of Operations Research, vol. 1, pp. 97-116, 1976.
    • (1976) Mathematics of Operations Research , vol.1 , pp. 97-116
    • Rockafellar, R.T.1
  • 22
    • 0030243756 scopus 로고    scopus 로고
    • Modified projection-type methods for monotone variational inequalities
    • M.V. Solodov and P. Tseng, "Modified projection-type methods for monotone variational inequalities," SIAM J. Control Optim, vol. 34, pp. 1814-1830, 1996.
    • (1996) SIAM J. Control Optim , vol.34 , pp. 1814-1830
    • Solodov, M.V.1    Tseng, P.2
  • 23
    • 0001227131 scopus 로고
    • A projection and contraction method for the no-linear complementary problem and its extensions
    • D. Sun, "A projection and contraction method for the no-linear complementary problem and its extensions," Mathematica Numerica Sinica, vol. 16, pp. 183-194, 1994.
    • (1994) Mathematica Numerica Sinica , vol.16 , pp. 183-194
    • Sun, D.1
  • 24
    • 0000252369 scopus 로고
    • A new stepsize skill for solving a class of nonlinear projection equations
    • D. Sun, "A new stepsize skill for solving a class of nonlinear projection equations," Journal of Computational Mathematics, vol. 13, pp. 357-368, 1995.
    • (1995) Journal of Computational Mathematics , vol.13 , pp. 357-368
    • Sun, D.1
  • 25
    • 0030506603 scopus 로고    scopus 로고
    • A class of iterative methods for solving nonlinear projection equations
    • D. Sun, "A class of iterative methods for solving nonlinear projection equations," Journal of Optimization Theory and Application, vol. 91, pp. 123-140, 1996.
    • (1996) Journal of Optimization Theory and Application , vol.91 , pp. 123-140
    • Sun, D.1
  • 26
    • 0027543289 scopus 로고
    • A globally convergent newton method for solving strongly monotone variational inequalities
    • K. Taji, M. Fukushima, and T. Ibaraki, "A globally convergent newton method for solving strongly monotone variational inequalities," Mathematical Programming, vol. 58, pp. 369-383, 1993.
    • (1993) Mathematical Programming , vol.58 , pp. 369-383
    • Taji, K.1    Fukushima, M.2    Ibaraki, T.3
  • 27
    • 0033884548 scopus 로고    scopus 로고
    • A modified forward-backword splitting method for maximal monotone mappings
    • P. Tseng, "A modified forward-backword splitting method for maximal monotone mappings," SIAM. J. Control. Optim., vol. 38, pp. 431-446, 2000.
    • (2000) SIAM. J. Control. Optim. , vol.38 , pp. 431-446
    • Tseng, P.1
  • 28
    • 0031285688 scopus 로고    scopus 로고
    • An efficient algorithm for minimizing a sum of Euclidean norms with applications
    • G.L. Xue and Y.Y. Ye, "An efficient algorithm for minimizing a sum of Euclidean norms with applications," SIAM J. Optim., vol. 7, pp. 1017-1036, 1997.
    • (1997) SIAM J. Optim. , vol.7 , pp. 1017-1036
    • Xue, G.L.1    Ye, Y.Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.