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Numerical methods and programming, 2010, Volume 11, Issue 4, Pages 318–325
(Mi vmp325)
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Вычислительные методы и приложения
A partial regularization method for a generalized primal-dual system of inequalities
D. A. Dyabilkin, I. V. Konnov Kazan (Volga Region) Federal University, Faculty of Computer Science and Cybernetics
Abstract:
A generalized primal-dual system is considered. The problem is reformulated as
an equivalent variational inequality whose main mapping does not possess a monotonicity
property and is not the gradient mapping of any function. In order to solve
the problem, a partial regularization method is proposed. Its convergence is proved
under certain coercitivity-type conditions. An application to an economic equilibrium
problem is discussed. The work was supported by the Russian Foundation for
Basic Research (project 10-01-00629).
Keywords:
generalized primal-dual system; nonmonotone variational inequality; partial regularization method; sufficient convergence conditions.
Citation:
D. A. Dyabilkin, I. V. Konnov, “A partial regularization method for a generalized primal-dual system of inequalities”, Num. Meth. Prog., 11:4 (2010), 318–325
Linking options:
https://www.mathnet.ru/eng/vmp325 https://www.mathnet.ru/eng/vmp/v11/i4/p318
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Abstract page: | 219 | Full-text PDF : | 107 | References: | 1 |
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