In this paper we develop a new and efficient method for variational inequality with Lipschitz continuous strongly monotone operator. Our analysis is based on a new strongly convex merit function. We apply a variant of the developed scheme for solving quasivariational inequalities. As a result, we significantly improve the standard sufficient condition for existence and uniqueness of their solutions. Moreover, we get a new numerical scheme, whose rate of convergence is much higher than that of the straightforward gradient method.
|Titolo:||Solving strongly monotone variational and quasi-variational inequalities|
|Data di pubblicazione:||2011|
|Citazione:||Solving strongly monotone variational and quasi-variational inequalities / YU. NESTEROV; SCRIMALI L.. - In: DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. - ISSN 1078-0947. - 31(2011), pp. 1383-1396.|
|Appare nelle tipologie:||1.1 Articolo in rivista|