American Institute of Mathematical Sciences

Advanced
April  2005, 1(2): 211-217. doi: 10.3934/jimo.2005.1.211

The revisit of a projection algorithm with variable steps for variational inequalities

Qingzhi Yang 1,

1. 

School of Mathematics and LPMC, Nankai University, Tianjin 300071, P.R., China

Received  August 2004 Revised  January 2005 Published  April 2005

The projection-type methods are a class of important methods for solving variational inequalities(VI). This paper presents a new treatment to a classical projection algorithm with variable steps, which was first proposed by Auslender in 1970s and later was developed by Fukushima in 1980s. The main purpose of this work is to weaken the assumption conditions while the convergence of original method is still valid.
Keywords: variational inequality, convergence., weakly co-coercive, projection algorithm.
Mathematics Subject Classification: 90C30, 90C33, 65K0.
Citation: Qingzhi Yang. The revisit of a projection algorithm with variable steps for variational inequalities. Journal of Industrial & Management Optimization, 2005, 1 (2) : 211-217. doi: 10.3934/jimo.2005.1.211
[1]

Yazheng Dang, Fanwen Meng, Jie Sun. Convergence analysis of a parallel projection algorithm for solving convex feasibility problems. Numerical Algebra, Control & Optimization, 2016, 6 (4) : 505-519. doi: 10.3934/naco.2016023
[2]

Yan Tang. Convergence analysis of a new iterative algorithm for solving split variational inclusion problems. Journal of Industrial & Management Optimization, 2017, 13 (5) : 1-20. doi: 10.3934/jimo.2018187
[3]

Liping Pang, Fanyun Meng, Jinhe Wang. Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach. Journal of Industrial & Management Optimization, 2019, 15 (4) : 1653-1675. doi: 10.3934/jimo.2018116
[4]

Takeshi Fukao. Variational inequality for the Stokes equations with constraint. Conference Publications, 2011, 2011 (Special) : 437-446. doi: 10.3934/proc.2011.2011.437
[5]

Jaakko Ketola, Lars Lamberg. An algorithm for recovering unknown projection orientations and shifts in 3-D tomography. Inverse Problems & Imaging, 2011, 5 (1) : 75-93. doi: 10.3934/ipi.2011.5.75
[6]

Elena Beretta, Markus Grasmair, Monika Muszkieta, Otmar Scherzer. A variational algorithm for the detection of line segments. Inverse Problems & Imaging, 2014, 8 (2) : 389-408. doi: 10.3934/ipi.2014.8.389
[7]

S. J. Li, Z. M. Fang. On the stability of a dual weak vector variational inequality problem. Journal of Industrial & Management Optimization, 2008, 4 (1) : 155-165. doi: 10.3934/jimo.2008.4.155
[8]

Junkee Jeon, Jehan Oh. Valuation of American strangle option: Variational inequality approach. Discrete & Continuous Dynamical Systems - B, 2019, 24 (2) : 755-781. doi: 10.3934/dcdsb.2018206
[9]

Micol Amar, Andrea Braides. A characterization of variational convergence for segmentation problems. Discrete & Continuous Dynamical Systems - A, 1995, 1 (3) : 347-369. doi: 10.3934/dcds.1995.1.347
[10]

A. Pedas, G. Vainikko. Smoothing transformation and piecewise polynomial projection methods for weakly singular Fredholm integral equations. Communications on Pure & Applied Analysis, 2006, 5 (2) : 395-413. doi: 10.3934/cpaa.2006.5.395
[11]

J. Frédéric Bonnans, Justina Gianatti, Francisco J. Silva. On the convergence of the Sakawa-Shindo algorithm in stochastic control. Mathematical Control & Related Fields, 2016, 6 (3) : 391-406. doi: 10.3934/mcrf.2016008
[12]

Masao Fukushima. A class of gap functions for quasi-variational inequality problems. Journal of Industrial & Management Optimization, 2007, 3 (2) : 165-171. doi: 10.3934/jimo.2007.3.165
[13]

Wenyan Zhang, Shu Xu, Shengji Li, Xuexiang Huang. Generalized weak sharp minima of variational inequality problems with functional constraints. Journal of Industrial & Management Optimization, 2013, 9 (3) : 621-630. doi: 10.3934/jimo.2013.9.621
[14]

Li Wang, Yang Li, Liwei Zhang. A differential equation method for solving box constrained variational inequality problems. Journal of Industrial & Management Optimization, 2011, 7 (1) : 183-198. doi: 10.3934/jimo.2011.7.183
[15]

T. A. Shaposhnikova, M. N. Zubova. Homogenization problem for a parabolic variational inequality with constraints on subsets situated on the boundary of the domain. Networks & Heterogeneous Media, 2008, 3 (3) : 675-689. doi: 10.3934/nhm.2008.3.675
[16]

Frank Jochmann. A variational inequality in Bean's model for superconductors with displacement current. Discrete & Continuous Dynamical Systems - A, 2009, 25 (2) : 545-565. doi: 10.3934/dcds.2009.25.545
[17]

Junfeng Yang. Dynamic power price problem: An inverse variational inequality approach. Journal of Industrial & Management Optimization, 2008, 4 (4) : 673-684. doi: 10.3934/jimo.2008.4.673
[18]

Hui-Qiang Ma, Nan-Jing Huang. Neural network smoothing approximation method for stochastic variational inequality problems. Journal of Industrial & Management Optimization, 2015, 11 (2) : 645-660. doi: 10.3934/jimo.2015.11.645
[19]

Ren-You Zhong, Nan-Jing Huang. Strict feasibility for generalized mixed variational inequality in reflexive Banach spaces. Numerical Algebra, Control & Optimization, 2011, 1 (2) : 261-274. doi: 10.3934/naco.2011.1.261
[20]

Walter Allegretto, Yanping Lin, Shuqing Ma. On the box method for a non-local parabolic variational inequality. Discrete & Continuous Dynamical Systems - B, 2001, 1 (1) : 71-88. doi: 10.3934/dcdsb.2001.1.71

2018 Impact Factor: 1.025

Tools

Metrics

  • PDF downloads (6)
  • HTML views (0)
  • Cited by (2)

Other articles
by authors

[Back to Top]

Copyright © 2019 American Institute of Mathematical Sciences