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Volumn 5, Issue 1, 2010, Pages 3-21

Self-adaptive projection-based prediction-correction method for constrained variational inequalities

Author keywords

Prediction correction; Proximal point algorithm; Variational inequality

Indexed keywords


EID: 73649132910     PISSN: 16733452     EISSN: 16733576     Source Type: Journal    
DOI: 10.1007/s11464-009-0045-1     Document Type: Article
Times cited : (13)

References (12)
  • 1
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    • Auslender A, Haddou M. An interior proximal point method for convex linearly constrained problems and its extension to variational inequalities. Mathematical Programming, 1995, 71: 77-100.
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    • Auslender, A.1    Haddou, M.2
  • 2
    • 0034345443 scopus 로고    scopus 로고
    • Lagrangian duality and related multiplier methods for variational inequality problems
    • Auslender A, Teboulle M. Lagrangian duality and related multiplier methods for variational inequality problems. SIAM Journal on Optimization, 2000, 10(4): 1097-1115.
    • (2000) SIAM Journal on Optimization , vol.10 , Issue.4 , pp. 1097-1115
    • Auslender, A.1    Teboulle, M.2
  • 4
    • 0001678475 scopus 로고
    • Quadratically constrained least squares and quadratic problems
    • Golub G H, von Matt U. Quadratically constrained least squares and quadratic problems. Numerische Mathmatik, 1990, 59: 561-580.
    • (1990) Numerische Mathmatik , vol.59 , pp. 561-580
    • Golub, G.H.1    von Matt, U.2
  • 5
    • 24944576683 scopus 로고    scopus 로고
    • Inexact implicit methods for monotone general variational inequalities
    • He B S. Inexact implicit methods for monotone general variational inequalities. Mathematical Programming, 1999, 86: 199-217.
    • (1999) Mathematical Programming , vol.86 , pp. 199-217
    • He, B.S.1
  • 6
    • 0036104161 scopus 로고    scopus 로고
    • Improvements of some projection methods for monotone nonlinear variational inequalities
    • He B S, Liao L -Z. Improvements of some projection methods for monotone nonlinear variational inequalities. Journal of Optimization Theory and Applications, 2002, 112: 111-128.
    • (2002) Journal of Optimization Theory and Applications , vol.112 , pp. 111-128
    • He, B.S.1    Liao, L.-Z.2
  • 7
    • 33644639776 scopus 로고    scopus 로고
    • A LQP based interior prediction-correction method for nonlinear complementarity problems
    • He B S, Liao L -Z, Yuan X M. A LQP based interior prediction-correction method for nonlinear complementarity problems. Journal of Computational Mathematics, 2006, 24(1): 33-44.
    • (2006) Journal of Computational Mathematics , vol.24 , Issue.1 , pp. 33-44
    • He, B.S.1    Liao, L.-Z.2    Yuan, X.M.3
  • 8
    • 1342345850 scopus 로고    scopus 로고
    • Comparison of two kinds of prediction-correction methods for monotone variational inequalities
    • He B S, Yuan X M, Zhang J J Z. Comparison of two kinds of prediction-correction methods for monotone variational inequalities. Computational Optimization and Applications, 2004, 27: 247-267.
    • (2004) Computational Optimization and Applications , vol.27 , pp. 247-267
    • He, B.S.1    Yuan, X.M.2    Zhang, J.J.Z.3
  • 9
    • 0000005602 scopus 로고
    • The Extragradient method for finding saddle points and other problems
    • Korpelevich G M. The Extragradient method for finding saddle points and other problems. Ekonomika i Matematicheskie Metody, 1976, 12: 747-756.
    • (1976) Ekonomika I Matematicheskie Metody , vol.12 , pp. 747-756
    • Korpelevich, G.M.1
  • 11
    • 0016985417 scopus 로고
    • Monotone operators and the proximal point algorithm
    • Rockafellar R T. Monotone operators and the proximal point algorithm. SIAM Journal of Control and Optimization, 1976, 14(5): 877-898.
    • (1976) SIAM Journal of Control and Optimization , vol.14 , Issue.5 , pp. 877-898
    • Rockafellar, R.T.1
  • 12
    • 0031285685 scopus 로고    scopus 로고
    • Convergence of proximal-like algorithms
    • Teboulle M. Convergence of proximal-like algorithms. SIAM Journal on Optimization, 1997, 7: 1069-1083.
    • (1997) SIAM Journal on Optimization , vol.7 , pp. 1069-1083
    • Teboulle, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.