ISSN:
1573-2878
Schlagwort(e):
Mathematical programming
;
variational inequalities
;
descent methods
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract In this paper, we develop a very general descent framework for solving asymmetric, monotone variational inequalities. We introduce two classes of differentiable merit functions and the associated global convergence frameworks which include, as special instances, the projection, Newton, quasi-Newton, linear Jacobi, and nonlinear methods. The generic algorithm is very flexible and consequently well suited for exploiting any particular structure of the problem.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF02192941
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