An algorithm based on resolvent operators for solving variational inequalities in Hilbert spaces |
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Authors: | Juhe Sun Liwei Zhang Xiantao Xiao |
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Affiliation: | Department of Applied Mathematics, Dalian University of Technology, Dalian, Liaoning, 116024, People’s Republic of China |
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Abstract: | In this paper, a new monotonicity, M-monotonicity, is introduced, and the resolvent operator of an M-monotone operator is proved to be single valued and Lipschitz continuous. With the help of the resolvent operator, an equivalence between the variational inequality VI(C,F+G) and the fixed point problem of a nonexpansive mapping is established. A proximal point algorithm is constructed to solve the fixed point problem, which is proved to have a global convergence under the condition that F in the VI problem is strongly monotone and Lipschitz continuous. Furthermore, a convergent path Newton method, which is based on the assumption that the projection mapping ∏C(⋅) is semismooth, is given for calculating ε-solutions to the sequence of fixed point problems, enabling the proximal point algorithm to be implementable. |
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Keywords: | Hilbert space Cone M-Monotone operator Resolvent operator Variational inequality Convergence property |
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