A Proximal Analytic Center Cutting Plane Algorithm for Solving Variational Inequality Problems. (30th December 2012)

• Record Type: Journal Article
• Authors: Shen, Jie; Pang, Li-Ping
• Other Names: Yao Jen Chih Academic Editor.
• Is Part Of: Journal of applied mathematics. Volume 2012(2012)
• Publication Date: 2012-12-30
• Subjects: Mathematics -- Periodicals; 519.05
• DOI: 10.1155/2012/503242
• Languages: English
• ISSNs: 1110-757X

Abstract

Abstract : Under the condition that the values of mappingF are evaluated approximately, we propose a proximal analytic center cutting plane algorithm for solving variational inequalities. It can be considered as an approximation of the earlier cutting plane method, and the conditions we impose on the corresponding mappings are more relaxed. The convergence analysis for the proposed algorithm is also given at the end of this paper.