Using the Banach Contraction Principle to Implement the Proximal Point Method for Multivalued Monotone Variational Inequalities (original) (raw)

Journal of Optimization Theory and Applications, 2005

Abstract

We apply the Banach contraction-mapping fixed-point principle for solving multivalued strongly monotone variational inequalities. Then, we couple this algorithm with the proximal-point method for solving monotone multivalued variational inequalities. We prove the convergence rate of this algorithm and report some computational results.

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