Solving Mixed Variational Inequalities Beyond Convexity
本文证明Malitsky的黄金比例算法可用于求解非凸混合变分不等式,可能是首个此类迭代方法,并用数值实验验证。
Abstract We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.