Volume no :9, Issue no: 1, February (2013)

MODIFIED PROXIMAL ALGORITHMS FOR SOLVING VARIATIONAL INEQUALITIES

Author's: EMAN H. AL-SHEMAS and ABDELOUAHED HAMDI
Pages: [43] - [61]
Received Date: July 20, 2012
Submitted by: Hongyu He.

Abstract

In this paper, some modified decomposition schemes for solving structured variational inequality problems were proposed. The proposed approaches combine the decomposition algorithm introduced in [9] with other proximal-like regularization. Under certain appropriate assumptions, we show that the method generates convergent sequences.

Keywords

variational inequalities, decomposition methods, augmented Lagrangian and proximal-like methods, convex analysis.