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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2024, Volume 64, Number 4, paper published in the English version journal
(Mi zvmmf11736)
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Papers published in the English version of the journal
Three-step approximation methods from continuous and discrete perspective for quasi-variational inequalities
N. Mijajlovića, M. Jaćimovićab a University of Montenegro, Faculty of Science and Mathematics, 81000, Podgorica, Montenegro
b Montenegrin Academy of Sciences and Arts, 81000, Podgorica, Montenegro
Abstract:
The objective of this manuscript is to study the convergence of three-step approximation methods for quasi-variational inequalities in the general case. First, we propose the three-step dynamical system and carry out an asymptotic analysis for the generated trajectories. The explicit time discretization of this system results into a three-step iterative method, which we prove to converge also when it is applied to strongly-monotone quasi-variational inequalities. In addition, we show that linear convergence is guaranteed under strong-monotonicity.
Key words:
quasi-variational inequalities, three-step method, dynamical system, rate of convergence.
Received: 12.09.2023 Revised: 23.10.2023 Accepted: 07.06.2024
Citation:
N. Mijajlović, M. Jaćimović, “Three-step approximation methods from continuous and discrete perspective for quasi-variational inequalities”, Comput. Math. Math. Phys., 64:4 (2024), 605–613
Linking options:
https://www.mathnet.ru/eng/zvmmf11736
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