On the convergence of descent methods for monotone variational inequalities
type: Item
instance of: scholarly article
title: On the convergence of descent methods for monotone variational inequalities
zbMATH Open document ID: 0828.90127
DOI: 10.1016/0167-6377(94)90039-6
published in: Operations Research Letters
publication date: 1995-05-28T00:00:00Z
full work available at URL: 141645-on-the-convergence-of-descent-methods-for-monotone-variational-inequalities
review text: Recently, Zhu and Marcotte (1993) established the convergence of a modified descent algorithm for monotone variational inequalities. Using algorithmic equivalence results due to Patriksson (1993) and Larsson and Patriksson (1994), we show that this convergence result may be used to establish the convergence of slightly modified versions of the classical successive approximation algorithms of Dafermos (1983) and Cohen (1988), and of the descent algorithms of Wu, Florian and Marcotte (1993), Patriksson (1993), and Larsson and Patriksson (1994), under assumptions that are both much milder and much easier to verify than those for their original statements.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49J40
zbMATH DE Number: 758387
zbMATH Keywords: merit functions
zbMATH Keywords: algorithmic equivalence
zbMATH Keywords: monotone variational inequalities
zbMATH Keywords: convergence result
zbMATH Keywords: successive approximation algorithms
zbMATH Keywords: descent algorithms
author: Michael Patriksson
MaRDI profile type: Publication
OpenAlex ID: W2027593960
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description: scientific article; zbMATH DE number 758387