We propose a descent method via gap functions for solving nonsmooth variational inequalities with a locally Lipschitz operator. Assuming monotone operator (not necessarily strongly monotone) and bounded domain, we show that the method with an Armijo-type line search is globally convergent. Finally, we report some numerical experiments.

Panicucci, B., Pappalardo, M., Passacantando, M. (2009). A globally convergent descent method for nonsmooth variational inequalities. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 43(2), 197-211 [10.1007/s10589-007-9132-y].

A globally convergent descent method for nonsmooth variational inequalities

Passacantando, M
2009

Abstract

We propose a descent method via gap functions for solving nonsmooth variational inequalities with a locally Lipschitz operator. Assuming monotone operator (not necessarily strongly monotone) and bounded domain, we show that the method with an Armijo-type line search is globally convergent. Finally, we report some numerical experiments.
No
Articolo in rivista - Articolo scientifico
Scientifica
Descent method; Gap function; Monotone map; Nonsmooth variational inequality;
English
197
211
15
Panicucci, B., Pappalardo, M., Passacantando, M. (2009). A globally convergent descent method for nonsmooth variational inequalities. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 43(2), 197-211 [10.1007/s10589-007-9132-y].
Panicucci, B; Pappalardo, M; Passacantando, M
File in questo prodotto:
File Dimensione Formato  
PPP-COAP-2009-fulltext.pdf

Solo gestori archivio

Descrizione: Article
Tipologia di allegato: Publisher’s Version (Version of Record, VoR)
Dimensione 326.59 kB
Formato Adobe PDF
326.59 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/391544
Citazioni
  • Scopus 5
  • ???jsp.display-item.citation.isi??? 4
Social impact