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Using the Banach Contraction Principle to Implement the Proximal Point Method for Multivalued Monotone Variational Inequalities
Authors:P. N. Anh  L. D. Muu  V. H. Nguyen  J. J. Strodiot
Affiliation:(1) Post and Telecommunications Institute of Technology, Hanoi, Vietnam;(2) Institute of Mathematics, Hanoi, Vietnam;(3) Unité d"rsquo"Optimisation, Département de Mathématique, Facultés Universitaires Notre Dame de la Paix, Namur, Belgium;(4) Unité d"rsquo"Optimisation, Département de Mathématique, Facultés Universitaires Notre Dame de la Paix, Namur, Belgium
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.This work was completed during the stay of the second author at the Department of Mathematics, University of Namur, Namur, Belgium, 2003.
Keywords:Multivalued monotone variational inequalities  proximal-point algorithms  Banach contraction-mapping fixed-point methods  convergence rates
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