
doi: 10.1007/bf03012270
Let \(H\) be a Hilbert space with the scalar product \(\langle\cdot,\cdot\rangle\), \(T:H\to H\), \(K\subset H\) be nonempty closed convex and let \(P_K\) denote the projection of \(H\) onto \(K\). Fix \(\rho>0\). The author shows the equivalence between the variational inequality \[ u\in K:\qquad\langle Tu,v-u\rangle \geq 0 \quad\forall v\in H \] and the equation \(TP_Kz+(z-P_Kz)/\rho=0\), where \(u=P_Kz\). Then he describes ten algorithms for solving these problems and proves the convergence of one of these algorithms provided \(H\) is finite dimensional.
Wiener-Hopf equation, iteration method, complementarity problem, variational inequality, Variational inequalities, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Wiener-Hopf equation, iteration method, complementarity problem, variational inequality, Variational inequalities, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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