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A new approximate proximal-extragradient type method for system of monotone variational inequalities | IEEE Conference Publication | IEEE Xplore

A new approximate proximal-extragradient type method for system of monotone variational inequalities


Abstract:

In this paper, we extended our recent modified approximate proximal point algorithm (APPA) published in [16] to solve system of monotone variational inequalities (SMVI). ...Show More

Abstract:

In this paper, we extended our recent modified approximate proximal point algorithm (APPA) published in [16] to solve system of monotone variational inequalities (SMVI). Under some mild conditions, we show that the proposed method is globally convergent. The results presented in this paper generalize and improve the inexact proximal point algorithm for SMVI proposed in [17]. The proposed method is quite general and flexible and includes several well-known results.
Date of Conference: 24-26 October 2016
Date Added to IEEE Xplore: 05 January 2017
ISBN Information:
Electronic ISSN: 2327-1884
Conference Location: Tangier, Morocco