This article is cited in 3 papers

An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points

M. Yu. Kokurin

Chair of Mathematical Analysis and Function Theory, Mari State University, Yoshkar-Ola, Russia

Abstract: We consider variational inequalities in a Banach space. We propose an exact penalty method which enables one to refuse functional constraints. The obtained result is used for constructing optimal (in laboriousness) iterative schemes for finding saddle points under functional constraints.

Keywords: variational inequality, monotone operator, Banach space, exact penalty, saddle point, laboriousness.

UDC: 517.988

Received: 07.05.2010

 English version: Russian Mathematics (Izvestiya VUZ. Matematika), 2011, 55:8, 19–27

Bibliographic databases:

• 
•