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A modified descent method for co-coercive variational inequalities
Authors:Min Li  Li-Zhi Liao  Xiao-ming Yuan
Institution:1. Department of Mathematics, Nanjing University, Nanjing 210093, China;2. Department of Mathematics, Hong Kong Baptist University, Hong Kong, China;3. Department of Management Science, Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200052, China
Abstract:This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.
Keywords:Co-coercive  Descent method  Projection  Step size  Variational inequalities
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