IJPAM: Volume 75, No. 2 (2012)

A NEW INEXACT PROXIMAL POINT ALGORITHM FOR
STRUCTURED GENERAL VARIATIONAL INEQUALITIES

Qidi Sui
Department of Mathematics and Information Science
Zaozhuang University
Shandong, 277160, P.R. CHINA


Abstract. In this paper, we present a new inexact proximal point algorithm (IPPA) for structured general variational inequalities. The resulted subproblems are allowed to be solved approximately, where the accuracy constant can be relaxed into any constant in the interval $(0,1)$, and some correction steps are required in order to ensure convergence. The global convergence of the proposed method is proved under mild conditions.

Received: June 16, 2011

AMS Subject Classification: 90C30, 90C33

Key Words and Phrases: general variational inequalities, IPPA, global convergence

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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2012
Volume: 75
Issue: 2