Displaying similar documents to “A new method for solving monotone generalized variational inequalities.”

Global convergence property of modified Levenberg-Marquardt methods for nonsmooth equations

Shou-qiang Du, Yan Gao (2011)

Applications of Mathematics

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In this paper, we discuss the globalization of some kind of modified Levenberg-Marquardt methods for nonsmooth equations and their applications to nonlinear complementarity problems. In these modified Levenberg-Marquardt methods, only an approximate solution of a linear system at each iteration is required. Under some mild assumptions, the global convergence is shown. Finally, numerical results show that the present methods are promising.

Rescaled proximal methods for linearly constrained convex problems

Paulo J.S. Silva, Carlos Humes (2007)

RAIRO - Operations Research

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We present an inexact interior point proximal method to solve linearly constrained convex problems. In fact, we derive a primal-dual algorithm to solve the KKT conditions of the optimization problem using a modified version of the rescaled proximal method. We also present a pure primal method. The proposed proximal method has as distinctive feature the possibility of allowing inexact inner steps even for Linear Programming. This is achieved by using an error criterion that ...

An analytic center cutting plane algorithm for finding equilibrium points

Fernanda M.P. Raupp, Wilfredo Sosa (2006)

RAIRO - Operations Research

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We present a variant of the analytic center cutting plane algorithm proposed by Goffin  (1996) to approximately solve equilibrium problems as proposed by Blum and Oettli (1994), which include as particular problems the variational inequalities problem, the Nash equilibria problem in non-cooperative games, the convex minimization problem, and the fixed point problem. Furthermore, we analyze the convergence and complexity of the modified algorithm.