Solving Mixed Variational Inequalities Beyond Convexity

Sorin Mihai Grad; Felipe Lara

doi:10.1007/s10957-021-01860-9

Solving Mixed Variational Inequalities Beyond Convexity

Research output: Contribution to journal › Article › peer-review

Abstract

We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.

Original language	English
Pages (from-to)	565-580
Number of pages	16
Journal	Journal of Optimization Theory and Applications
Volume	190
Issue number	2
DOIs	https://doi.org/10.1007/s10957-021-01860-9
Publication status	Published - 1 Aug 2021
Externally published	Yes

Keywords

Golden Ratio Algorithms
Proximal point algorithms
Quasiconvex functions
Variational inequalities

Access to Document

10.1007/s10957-021-01860-9

Cite this

@article{990ac7e184f04335a5cb0c0f51365c00,

title = "Solving Mixed Variational Inequalities Beyond Convexity",

abstract = "We show that Malitsky{\textquoteright}s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.",

keywords = "Golden Ratio Algorithms, Proximal point algorithms, Quasiconvex functions, Variational inequalities",

author = "Grad, \{Sorin Mihai\} and Felipe Lara",

note = "Publisher Copyright: {\textcopyright} 2021, The Author(s).",

year = "2021",

month = aug,

day = "1",

doi = "10.1007/s10957-021-01860-9",

language = "English",

volume = "190",

pages = "565--580",

journal = "Journal of Optimization Theory and Applications",

issn = "0022-3239",

number = "2",

}

TY - JOUR

T1 - Solving Mixed Variational Inequalities Beyond Convexity

AU - Grad, Sorin Mihai

AU - Lara, Felipe

PY - 2021/8/1

Y1 - 2021/8/1

N2 - We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.

AB - We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.

KW - Golden Ratio Algorithms

KW - Proximal point algorithms

KW - Quasiconvex functions

KW - Variational inequalities

U2 - 10.1007/s10957-021-01860-9

DO - 10.1007/s10957-021-01860-9

M3 - Article

AN - SCOPUS:85112143002

SN - 0022-3239

VL - 190

SP - 565

EP - 580

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 2

ER -

Solving Mixed Variational Inequalities Beyond Convexity

Abstract

Keywords

Access to Document

Fingerprint

Cite this