Skip to main content
Log in

Splitting Algorithms for General Pseudomonotone Mixed Variational Inequalities

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

In this paper, we suggest and analyze a number of resolvent-splitting algorithms for solving general mixed variational inequalities by using the updating technique of the solution. The convergence of these new methods requires either monotonicity or pseudomonotonicity of the operator. Proof of convergence is very simple. Our new methods differ from the existing splitting methods for solving variational inequalities and complementarity problems. The new results are versatile and are easy to implement.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ames, W.F. (1992), Numerical Methods for Partial Differential Equations, 3rd Edn., Academic Press, New York.

    Google Scholar 

  2. Baiocchi, C. and Capelo, A. (1984), Variational and Quasi-Variational Inequalities, J. Wiley and Sons, New York, London.

    Google Scholar 

  3. Brezis, H. (1973), Operateurs Maximaux Monotone et Semigroups de Contractions dans les Espaces de Hilbert, North-Holland, Amsterdam.

    Google Scholar 

  4. Cottle, R.W., Giannessi, F. and Lions, J.L. (1980), Variational Inequalities and Complementarity Problems: Theory and Applications, J. Wiley and Sons, New York.

    Google Scholar 

  5. Douglas, J. and Rachford, H.H. (1956), On the numerical solution of the heat conduction problem in 2 and 3 space variables, Trans. Amer. Math. Soc. 82: 421-439.

    Google Scholar 

  6. Giannessi, F. and Maugeri, A. (1995), Variational Inequalities and Network Equilibrium Problems, Plenum Press, New York.

    Google Scholar 

  7. Glowinski, R., Lions, J.L. and Trémolières, R. (1981), Numerical Analysis of Variational Inequalities, North-Holland, Amsterdam.

    Google Scholar 

  8. Glowinski, R. (1984), Numerical Methods for Nonlinear Variational Problems, Springer-Verlag, Berlin.

    Google Scholar 

  9. Glowinski, R. and Le Tallec, P. (1989), Augmented Lagrangian and Operator-Splitting Methods in Nonlinear Mechanics, SIAM Publication Co., Philadelphia.

    Google Scholar 

  10. Haubruge, S., Nguyen, V.H. and Strodiot, J.J. (1998), Convergence analysis and applications of the Glowinski-Le Tallec splitting method for finding zero of the sum of two maximal monotone operators, J. Optim. Theory Appl. 97: 645-673.

    Google Scholar 

  11. He, B. (1997), A class of projection and contraction methods for monotone variational inequalities, Appl. Math. Optim. 35: 69-76.

    Google Scholar 

  12. He, B. (1995), A class of new methods for monotone variational inequalities, Preprint, Institute of Mathematics, Nanjing University, Nanjing, China.

    Google Scholar 

  13. Lions, P.L. and Mercier, B. (1979), Splitting algorithms for the sum of two nonlinear operators, SIAM J. Numerical Anal. 16: 964-979.

    Google Scholar 

  14. Martinet, B. (1972), Regularization d'inequations variationelles par approximations successives, Rev. Francaise d'Auto. et Inform. Rech. Oper. 4: 154-159.

    Google Scholar 

  15. Moudafi, A. and Noor, M. Aslam (1999), Sensitivity analysis for variational inclusions by the Wiener-Hopf equations techniques, J. Appl. Math. Stochastic Anal. 12:223-232.

    Google Scholar 

  16. Noor, M. Aslam (1999), Algorithms for general monotone mixed variational inequalities, J. Math. Anal. Appl. 229: 330-343.

    Google Scholar 

  17. Noor, M. Aslam (1998), General variational inequalities, Appl. Math. Letters 1: 119-121.

    Google Scholar 

  18. Noor, M. Aslam (1993), Wiener-Hopf equations and variational inequalities, J. Optim. Theory Appl. 79: 197-206.

    Google Scholar 

  19. Noor, M. Aslam (2000), Projection-splitting methods for monotone variational inequalities, Computer Math. Applic. 39, 73-79.

    Google Scholar 

  20. Noor, M. Aslam (1997), A new iterative method for monotone mixed variational inequalities, Math. Computer Modelling 26(7): 29-34.

    Google Scholar 

  21. Noor, M. Aslam (2000), On monotone mixed variational inequalities, Appl. Math. Letters 13

  22. Noor, M. Aslam (1999), An extraresolvent method for monotone mixed variational inequalities, Math. Computer Modelling 29: 95-100.

    Google Scholar 

  23. Noor, M. Aslam (1999), Some algorithms for general monotone mixed variational inequalities, Math. Computer Modelling 29(7): 1-9.

    Google Scholar 

  24. Noor, M. Aslam (2000), General monotone mixed variational inequalities, J. Natural Geometry 17: 59-76.

    Google Scholar 

  25. Noor, M. Aslam (1997), Some recent advances in variational inequalities, Part I: Basic concepts, New Zealand J. Math. 26: 53-80.

    Google Scholar 

  26. Noor, M. Aslam (1997), Some recent advances in variational inequalities, Part II: Other concepts, New Zealand J. Math. 26: 229-255.

    Google Scholar 

  27. Noor, M. Aslam and Al-Said, E. (1999), Wiener-Hopf equations technique for quasimonotone variational inequalities, J. Optim. Theory Appl. 103: 705-714.

    Google Scholar 

  28. Noor, M. Aslam (2000), Splitting methods for pseudomonotone mixed variational inequalities, J. Math. Anal. Appl.

  29. Noor, M. Aslam, Noor, K. Inayat and Rassias, Th.M. (1993), Some aspects of variational inequalities, J. Comput. Appl. Math. 47: 285-312.

    Google Scholar 

  30. Peaceman, D.H. and Rachford, H.H. (1955), The numerical solution of parabolic elliptic differential equations, SIAM J. Appl. Math. 3: 28-41.

    Google Scholar 

  31. Robinson, M.S. (1992), Normal maps induced by linear transformations, Maths. Opers. Research 17: 691-714.

    Google Scholar 

  32. Rockafellar, R.T. (1976), Monotone operators and the proximal point algorithm, SIAM J. Control Optim. 14: 877-898.

    Google Scholar 

  33. Sellami, H. and Robinson, M.S. (1997), Implementation of a continuous method for normal maps, Math. Program. 26: 563-578.

    Google Scholar 

  34. Shi, P. (1991), Equivalence of variational inequalities with Wiener-Hopf equations, Proc. Amer. Math. Soc. 111: 339-346.

    Google Scholar 

  35. Solodov, M.V. and Tseng, P. (1996), Modified projection-type methods for monotone variational inequalities, SIAM J. Control. Optim. 34(5): 1814-1836.

    Google Scholar 

  36. Stampacchia, G. (1964), Formes bilineaires coercivities sur les ensembles convexes, C.R. Acad. Sci. Paris 258: 4413-4416.

    Google Scholar 

  37. Tseng, P. (2000), A modified forward-backward splitting method for maximal monotone mappings, SIAM J. Control. Optim. 38, 431-446.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

NOOR, M.A. Splitting Algorithms for General Pseudomonotone Mixed Variational Inequalities. Journal of Global Optimization 18, 75–89 (2000). https://doi.org/10.1023/A:1008322118873

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1008322118873

Navigation