Języki publikacji
Abstrakty
For variational inequalities with multi-valued, maximal monotone operators in Hilbert spaces we study proximal-based methods with an improvement of the data approximation after each (approximately performed) proximal iteration. The standard conditions on a distance functional of Bregman's type are weakened, depending on a "reserve of monotonicity" of the operator in the variational inequality, and the enlargement concept is used for approximating the operator. Weak convergence of the proxinnal iterates to a solution of tire original problem is proved. The construction of the [epsilon]-enlargement of monotone operators is analyzed for some particular cases.
Czasopismo
Rocznik
Tom
Strony
521--544
Opis fizyczny
Bibliogr. 35 poz.,
Twórcy
autor
- Dept. of Mathematics, University of Trier, D-54286 Trier
autor
- Dept. of Mathematics, University of Trier, D-54286 Trier
Bibliografia
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- AUSLENDER, A., TEB0ULLE, M., and BEN-TIBA, S. (1999) Interior proximaland multiplier methods based on second order homogeneous kernels.Mathematics of Oper. Res., 24, 645-668.
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- BURACHIK, R. and IUSEM, A. (1998) A generalized proximal point algorithm for the variational inequality problem in a Hilbert space. SIAM J. Optim. 8, 197~216.
- BURACHIK, R., IUSEM, A., and SVAITER, B. (1997) Enlargements of maximal monotone operators with application to variational inequalities. SetValued Analysis, 5, 159-180.
- BURACHIK, R., SAGASTIZABAL, C., and SVAITER, B. (1999a) Bundle methods for maximal monotone operators. In: Thera, M. andTichatschke, R., eds. ,Ill-posed Variational Problems and Regularization Techniques, LNEMS,477, 49~64. Springer.
- BURACHIK, R., SAGASTIZABAL, C., and SVAITER, B. (1993) ϵ-enlargement of maximal monotone operators: Theory and applications. In: Fukushima,M., ed., Reform'Ulation- Nonsmooth, Piecewise Smooth, Semismooth andSmoothing Methods, Kluwer, 25-43.
- BUTNARIU, D. and IUSEM, A. (1997) On a proximal point method for convex optimization in Banach spaces. Numer. Funcl. Anal. and Optimiz., 18,723~744.
- BUTNARIU, D. AND lUSEM, A. (2000) Totally Convex Functions for Fixed Points Computation and Infinite Dimensional Optimization. Kluwer, Dordrecht-Boston-London.
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- KAPLAN, A. and TICHATSCHKE, R. (2000a) Auxiliary problem principle and the approximation of variational inequalities with non-symmetric multivaluedoperators. CMS Conference Proc., 27, 185- 209.
- KAPLAN, A. and TICHATSCHKE, R. (2000b) Proximal point approach and approximation of variational inequalities. SIAM J. Control Optim., 39,1136-1159.
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- LIONS, J .L. ( 1969) Quelques Methodes de Resolution des Problemes aux Limites non Lineaires. Dunod, Gauthier-Villars, Paris.
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- POLYAK, B.T. (1987) Introduction to Optimization. Optimization Software,Inc. Publ. Division, New York.
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- RENAUD, A. and COHEN, G. (1997) An extension of the auxiliary problemprinciple to nonsymmetric auxiliary operators. ESAIM: Control, Optimizationand Calculus of Variations, 2, 281- 306.
- ROCKAFELLAR, R. T. ( 1970) On the maximality of sums of nonlinear monotone operators. Trans. Amer. Math. Soc., 149, 75- 88.
- RoCKAFELLAR, R.T. (1976) Monotone operators and the proximal point algorithm.SIAM J. Control Optim., 14, 877- 898.
- ROTIN, S. (1999) Convergence of the proxirual-point method for ill-posed controlproblems with partial differential equations. PhD Thesis, Universityof Trier.
- SALMON, G., NGUYEN, V.H., and STRODIOT, J.J. (2000) A perturbed and inexact version of the auxiliary problem method for solving general variational inequalities with a rnultivalued operator. In: Nguyen, V. H., Strodiot, J. J. and Tossings, P. , eds. , Optimization, LNEMS, 481 , 396- 418.Springer.
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