In this paper we propose a descent method for solving variational inequality problems where the underlying operator is nonsmooth, locally Lipschitz, and monotone over a closed, convex feasible set. The idea is to combine a descent method for variational inequality problems whose operators are nonsmooth, locally Lipschitz, and strongly monotone, with the Tikonov-Browder regularization technique. Finally, numerical results are presented and discussed.
Panicucci, B., Pappalardo, M., Passacantando, M. (2008). A descent method for nonsmooth variational inequalities via regularization. WSEAS TRANSACTIONS ON MATHEMATICS, 7(1), 56-65.
A descent method for nonsmooth variational inequalities via regularization
Passacantando, M
2008
Abstract
In this paper we propose a descent method for solving variational inequality problems where the underlying operator is nonsmooth, locally Lipschitz, and monotone over a closed, convex feasible set. The idea is to combine a descent method for variational inequality problems whose operators are nonsmooth, locally Lipschitz, and strongly monotone, with the Tikonov-Browder regularization technique. Finally, numerical results are presented and discussed.File | Dimensione | Formato | |
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