An inexact interior point proximal method for the variational inequality problem

AUTOR(ES)

Burachik, Regina S., Lopes, Jurandir O., Da Silva, Geci J.P.

FONTE

Computational & Applied Mathematics

DATA DE PUBLICAÇÃO

2009

RESUMO

We propose an infeasible interior proximal method for solving variational inequality problems with maximal monotone operators and linear constraints. The interior proximal method proposed by Auslender, Teboulle and Ben-Tiba [3] is a proximal method using a distance-like barrier function and it has a global convergence property under mild assumptions. However, this method is applicable only to problems whose feasible region has nonempty interior. The algorithm we propose is applicable to problems whose feasible region may have empty interior. Moreover, a new kind of inexact scheme is used. We present a full convergence analysis for our algorithm.

Documentos Relacionados

• An interior point method for constrained saddle point problems
• A numerical implementation of an interior point method for semidefinite programming
• A New Hybrid Preconditioner for the Interior Point Method
• Solution of a truss topology bilevel programming problem by means of an inexact restoration method
• Convergência do Método do Ponto Proximal para Funções que Satisfazem a Desigualdade de Łojasiewicz