This article is cited in 19 papers

Descent method with inexact linesearch procedure for mixed variational inequalities

I. V. Konnov

Chair of System Analysis and Information Technologies, Kazan State University, Kazan, Russia

Abstract: We propose a descent method with respect to a merit function for a mixed variational inequality, involving a general nonlinear mapping and a convex but not necessarily differentiable function. The method utilizes an inexact linesearch procedure. Its convergence is proved under the additional assumptions of continuity and strong monotonicity of the cost mapping.

Keywords: mixed variational inequalities, descent method, inexact linesearch.

UDC: 519.6

Received: 24.05.2007

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2009, 53:8, 29–35

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