- Tytuł:
- Numerical considerations of a hybrid proximal projection algorithm for solving variational inequalities
- Autorzy:
- Jager, Christina
- Powiązania:
- https://bibliotekanauki.pl/articles/729431.pdf
- Data publikacji:
- 2007
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
variational inequality
proximal point algorithm
bundle method - Opis:
- In this paper, some ideas for the numerical realization of the hybrid proximal projection algorithm from Solodov and Svaiter [22] are presented. An example is given which shows that this hybrid algorithm does not generate a Fejér-monotone sequence. Further, a strategy is suggested for the computation of inexact solutions of the auxiliary problems with a certain tolerance. For that purpose, ε-subdifferentials of the auxiliary functions and the bundle trust region method from Schramm and Zowe [20] are used. Finally, some numerical results for non-smooth convex optimization problems are given which compare the hybrid algorithm to the inexact proximal point method from Rockafellar [17].
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2007, 27, 1; 51-69
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł