On finite convergence of proximal point algorithms for variational inequalities
Copyright policy )On finite convergence of proximal point algorithms for variational inequalities
Various concepts of sharp solutions are utilized by many authors for ensuring the finite termination property of iterative methods; see, e.g., \textit{M. C. Ferris} [Math. Program., Ser. A 50, No. 3, 359--366 (1991; Zbl 0741.90051)] where it was obtained for the proximal point method. The authors present similar results for the case of variational inequalities under somewhat weakened conditions and afterwards adjust them for the inertial proximal point method applied to extended variational inequalities.
- City University of Hong Kong China (People's Republic of)
- Beijing Jiaotong University China (People's Republic of)
Numerical optimization and variational techniques, finite termination, Numerical methods based on nonlinear programming, weakly sharp solutions, Applied Mathematics, Variational inequalities, proximal methods, Inertial proximal method, Weak sharpness, Variational and other types of inequalities involving nonlinear operators (general), Proximal point algorithm, iterative methods, Finite convergence, variational inequalities, Analysis
Numerical optimization and variational techniques, finite termination, Numerical methods based on nonlinear programming, weakly sharp solutions, Applied Mathematics, Variational inequalities, proximal methods, Inertial proximal method, Weak sharpness, Variational and other types of inequalities involving nonlinear operators (general), Proximal point algorithm, iterative methods, Finite convergence, variational inequalities, Analysis
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