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SIAM Journal on Control and Optimization
Article . 2005 . Peer-reviewed
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An Outer Approximation Method for the Variational Inequality Problem

An outer approximation method for the variational inequality problem
Authors: J. O. Lopes; Benar Fux Svaiter; Regina S. Burachik;

An Outer Approximation Method for the Variational Inequality Problem

Abstract

Summary: We study two outer approximation schemes, applied to the variational inequality problem in reflexive Banach spaces. First we propose a generic outer approximation scheme, and its convergence analysis unifies a wide class of outer approximation methods applied to the constrained optimization problem. As is standard in this setting, boundedness and optimality of weak limit points are proved to hold under two alternative conditions: (i) boundedness of the feasible set, or (ii) coerciveness of the operator. To develop a convergence analysis where (i) and (ii) do not hold, we consider a second scheme in which the approximated subproblems use a coercive approximation of the original operator. Under conditions alternative to both (i) and (ii), we obtain standard convergence results. Furthermore, when the space is uniformly convex, we establish full strong convergence of the second scheme to a solution.

Keywords

Numerical optimization and variational techniques, Numerical solutions of ill-posed problems in abstract spaces; regularization, Numerical methods based on nonlinear programming, outer approximation algorithm, Variational inequalities, Banach spaces, semi-infinite programs, Numerical mathematical programming methods, maximal monotone operators, Semi-infinite programming, Monotone operators and generalizations, variational inequalities

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
48
Top 10%
Top 10%
Top 10%
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