An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points
type: Item
instance of: scholarly article
title: An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points
zbMATH Open document ID: 1230.65073
DOI: 10.3103/S1066369X11080044
author: Mikhail Yu. Kokurin
published in: Russian Mathematics
publication date: 2011-11-21T00:00:00Z
review text: The author considers variational inequalities in a Banach space of the following form \[ x\in Q: \langle F(x),x- z\rangle\leq 0\;\forall z\in Q, \] where \(Q\) is a convex closed set in a real reflexive Banach space \(X\) and \(F\) is a monotone pointset mapping. An exact penalty method is proposed which enables on to remove functional constraints. The obtained result is used for constructing optimal iterative schemes for finding saddle points under functional constraints. No numerical examples are given.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K15
zbMATH DE Number: 5975552
MaRDI profile type: Publication
cites work: Q3782303
cites work: Q3673541
cites work: Method of nonsmooth penalty functions and the theory of extremum problems in Banach space
cites work: Combined relaxation methods for variational inequalities
cites work: D-gap Functions for a Class of Equilibrium Problems in Banach Spaces
full work available at URL: s1066369x11080044
OpenAlex ID: W2152541545
description: scientific article; zbMATH DE number 5975552