超越凸性的混合变分不等式求解

Solving Mixed Variational Inequalities Beyond Convexity

Journal of Optimization Theory and Applications · 2021
被引 33 · 同刊同年前 7%
ABS 3

中文导读

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

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.

数学变分不等式非凸优化算法