Вычислительные методы и приложения

A partial regularization method for a generalized primal-dual system of inequalities

D. A. Dyabilkin, I. V. Konnov

Kazan (Volga Region) Federal University, Faculty of Computer Science and Cybernetics

Abstract: A generalized primal-dual system is considered. The problem is reformulated as an equivalent variational inequality whose main mapping does not possess a monotonicity property and is not the gradient mapping of any function. In order to solve the problem, a partial regularization method is proposed. Its convergence is proved under certain coercitivity-type conditions. An application to an economic equilibrium problem is discussed. The work was supported by the Russian Foundation for Basic Research (project 10-01-00629).

Keywords: generalized primal-dual system; nonmonotone variational inequality; partial regularization method; sufficient convergence conditions.

UDC: 519.6