Using the Banach contraction principle to implement the proximal point method for multivalued monotone variational inequalities

Authors: Phạm Ngọc Anh, Lê Dũng Mưu, Nguyen Van Hien, Jean Jacques Strodiot,

https://doi.org/10.1007/s10957-004-0926-0

Publisher, magazine: ,

Publication year: 2005

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Abstract

We apply the Banach contraction-mapping fixed-point principle for solving multivalued strongly monotone variational inequalities. Then, we couple this algorithm with the proximal-point method for solving monotone multivalued variational inequalities. We prove the convergence rate of this algorithm and report some computational results.

Tags: multivalued monotone variational inequalities; proximal-point algorithms; Banach contraction-mapping fixed-point methods; convergence rates