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  • Search: subject:"Regularized gap functions"
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Feasible descent methods 2 Global convergence 2 Regularized gap functions 2 Strongly monotone variational inequalities 2
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Undetermined 2
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Article 2
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Undetermined 2
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Han, Deren 2 Lo, Hong K. 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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A feasible descent algorithm for solving variational inequality problems
Han, Deren; Lo, Hong K. - In: Computational Statistics 58 (2003) 2, pp. 259-269
In this paper, for solving variational inequality problems (VIPs) we propose a feasible descent algorithm via minimizing the regularized gap function of Fukushima. Under the condition that the underlying mapping of VIP is strongly monotone, the algorithm is globally convergent for any...
Persistent link: https://www.econbiz.de/10010847727
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Cover Image
A feasible descent algorithm for solving variational inequality problems
Han, Deren; Lo, Hong K. - In: Mathematical Methods of Operations Research 58 (2003) 2, pp. 259-269
In this paper, for solving variational inequality problems (VIPs) we propose a feasible descent algorithm via minimizing the regularized gap function of Fukushima. Under the condition that the underlying mapping of VIP is strongly monotone, the algorithm is globally convergent for any...
Persistent link: https://www.econbiz.de/10010950137
Saved in:
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