A projection-based prediction-correction method for structured monotone variational inequalities

Applied Mathematics and Computation

Volumn 202, Issue 2, 2008, Pages 747-759

  Jiang, Zhikai ^a   Bnouhachem, Abdellah ^a,b  

^a NANJING UNIVERSITY   (China)

^b IBN ZOHR UNIVERSITY   (Morocco)

Author keywords

Prediction correction method; Proximal point method; Variational inequality

Indexed keywords

ELECTROMAGNETIC WAVE ATTENUATION; FORECASTING; VARIATIONAL TECHNIQUES;

APPLIED (CO); COMPUTING PROCESSES; CORRECTION METHODS; ELSEVIER (CO); GLOBAL CONVERGENCE; MONOTONE VARIATIONAL INEQUALITIES; NEW METHODS; NEW STRATEGY; NUMERICAL EXPERIMENTS; STEP LENGTH; TRAFFIC EQUILIBRIUM;

ITERATIVE METHODS;

EID: 48149087076     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2008.03.018     Document Type: Article

References (9)

1. A. Auslender, Optimization méthodes numériques, Mason, Paris, 1976.
2. Han D.R. A proximal decomposition algorithm for variational inequality problems. Journal of Computational and Applied Mathematics 161 (2003) 231-244
3. Han D.R., and Lo H.K. A new stepsize rule in He and Zhous alternating direction method. Applied Mathematics Letters 15 (2002) 181-185
4. He B.S., and Liao L.-Z. Improvements of some projection methods for monotone nonlinear variational inequalities. Journal of Optimization Theory and Applications 112 (2002) 111-128
5. He B.S., Yang H., and Zhang C.S. A modified augmented Lagrangian method for a class of monotone variational inequalities. European Journal of Operational Research 159 (2004) 35-51
6. He B.S., Yuan X.M., and Zhang J.Z. Comparison of two kinds of prediction-correction methods for monotone variational inequalities. Computational Optimization and Applications 27 (2004) 247-267
7. Nagurney A., and Zhang D. Projected Dynamical Systems and Variational Inequalities with Applications (1996), Kluwer Academic Publishers, Boston, Dordrecht, London
8. Noor M.A. New extragradient-type methods for general variational inequalities. Journal of Mathematical Analysis and Applications 277 (2003) 379-395
9. Noor M.A. Some developments in general variational inequalities. Applied Mathematics and Computation 152 (2004) 199-277