Year: 2006
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 6 : pp. 693–710
Abstract
The monotone variational inequalities VI$(\Omega,F)$ have vast applications, including optimal controls and convex programming. In this paper we focus on the VI problems that have a particular splitting structure and in which the mapping $F$ does not have an explicit form, therefore only its function values can be employed in the numerical methods for solving such problems. We study a set of numerical methods that are easily implementable. Each iteration of the proposed methods consists of two procedures. The first (prediction) procedure utilizes alternating projections to produce a predictor. The second (correction) procedure generates the new iterate via some minor computations. Convergence of the proposed methods is proved under mild conditions. Preliminary numerical experiments for some traffic equilibrium problems illustrate the effectiveness of the proposed methods.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2006-JCM-8784
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 6 : pp. 693–710
Published online: 2006-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 18
Keywords: Structured variational inequality Monotonicity Prediction-correction method.