A New Hybrid Generalized Proximal Point Algorithm for Variational Inequality Problems |
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Authors: | Deren Han |
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Institution: | (1) School of Mathematics and Computer Science, Nanjing Normal University, Nanjing, 210097, P.R. China |
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Abstract: | In this paper, we propose a modified Bregman-function-based proximal point algorithm for solving variational inequality problems. The algorithm adopts a similar constructive approximate criterion as the one developed by Solodov and Svaiter (Set Valued Analysis 7 (1999) 323) for solving the classical proximal subproblems. Under some suitable conditions, we can get an approximate solution satisfying the accuracy criterion via a single Newton-type step. We obtain the Fejér monotonicity to solutions of VIP for paramonotone operators. Some preliminary computational results are also reported to illustrate the method. |
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