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 |
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Pages (from-to) | 310-323 |
Number of pages | 14 |
Journal | European Journal of Operational Research |
Volume | 189 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Sept 2008 |
User-Defined Keywords
- Co-coercive
- Descent method
- Projection
- Step size
- Variational inequalities