A modified descent method for co-coercive variational inequalities

Min Li; Li Zhi Liao; Xiao Ming Yuan

doi:10.1016/j.ejor.2007.05.038

A modified descent method for co-coercive variational inequalities

Min Li, Li Zhi Liao, Xiao Ming Yuan^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

10 Citations (Scopus)

Abstract

This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.

Original language	English
Pages (from-to)	310-323
Number of pages	14
Journal	European Journal of Operational Research
Volume	189
Issue number	2
DOIs	https://doi.org/10.1016/j.ejor.2007.05.038
Publication status	Published - 1 Sept 2008

User-Defined Keywords

Co-coercive
Descent method
Projection
Step size
Variational inequalities

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10.1016/j.ejor.2007.05.038

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title = "A modified descent method for co-coercive variational inequalities",

abstract = "This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.",

keywords = "Co-coercive, Descent method, Projection, Step size, Variational inequalities",

author = "Min Li and Liao, {Li Zhi} and Yuan, {Xiao Ming}",

note = "Publisher copyright: {\textcopyright} 2007 Elsevier B.V.",

year = "2008",

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T1 - A modified descent method for co-coercive variational inequalities

AU - Li, Min

AU - Liao, Li Zhi

AU - Yuan, Xiao Ming

PY - 2008/9/1

Y1 - 2008/9/1

N2 - This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.

AB - This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.

KW - Co-coercive

KW - Descent method

KW - Projection

KW - Step size

KW - Variational inequalities

UR - http://www.scopus.com/inward/record.url?scp=39649103866&partnerID=8YFLogxK

U2 - 10.1016/j.ejor.2007.05.038

DO - 10.1016/j.ejor.2007.05.038

M3 - Journal article

AN - SCOPUS:39649103866

SN - 0377-2217

VL - 189

SP - 310

EP - 323

JO - European Journal of Operational Research

JF - European Journal of Operational Research

IS - 2

ER -

A modified descent method for co-coercive variational inequalities

Abstract

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