A partial regularization method for a generalized primal-dual system of inequalities

Authors

Keywords:

generalized primal-dual system, nonmonotone variational inequality, partial regularization method, sufficient convergence conditions

Abstract

A generalized primal-dual system is considered. The problem is reformulated as an equivalent variational inequality whose main mapping does not possess a monotonicity property and is not the gradient mapping of any function. In order to solve the problem, a partial regularization method is proposed. Its convergence is proved under certain coercitivity-type conditions. An application to an economic equilibrium problem is discussed. The work was supported by the Russian Foundation for Basic Research (project N 10-01-00629).

Author Biographies

D.A. Dyabilkin

I.V. Konnov

References

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Published

26-10-2010

How to Cite

Дябилкин Д., Коннов И. A Partial Regularization Method for a Generalized Primal-Dual System of Inequalities // Numerical Methods and Programming (Vychislitel’nye Metody i Programmirovanie). 2010. 11. 318-325

Issue

Section

Section 1. Numerical methods and applications