ASYMMETRIC VARIATIONAL INEQUALITY PROBLEMS OVER PRODUCT SETS - APPLICATIONS AND ITERATIVE METHODS

被引:127
作者
PANG, JS
机构
[1] Univ of Texas at Dallas, Sch of, Management, Richardson, TX, USA, Univ of Texas at Dallas, Sch of Management, Richardson, TX, USA
关键词
MATHEMATICAL PROGRAMMING;
D O I
10.1007/BF02591749
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The author describes how several equilibrium problems can be uniformly modeled by a finite-dimensional asymmetric variational inequality defined over a Cartesian product of sets, and investigates the local and global convergence of various iterative methods for solving such a variational inequality problem. Because of the special Cartesian product structure, these iterative methods decompose the original variational inequality problem into a sequence of simpler variational inequality subproblems in lower dimensions. The resulting decomposition schemes often have a natural interpretation as some adjustment processes.
引用
收藏
页码:206 / 219
页数:14
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