We consider an application of the proximal point method to variational inequality problems subject to box constraints, whose cost mappings possess order monotonicity properties instead of the usual monotonicity ones. Usually, conver- gence results of such methods require the additional boundedness assumption of the solutions set. We suggest another approach to obtaining convergence results for proximal point methods which is based on the assumption that the dual varia- tional inequality is solvable. Then the solutions set may be unbounded. We present classes of economic equilibrium problems which satisfy such assumptions.
The proximal point method for nonmonotone variational inequalities
ALLEVI, Elisabetta;
2006-01-01
Abstract
We consider an application of the proximal point method to variational inequality problems subject to box constraints, whose cost mappings possess order monotonicity properties instead of the usual monotonicity ones. Usually, conver- gence results of such methods require the additional boundedness assumption of the solutions set. We suggest another approach to obtaining convergence results for proximal point methods which is based on the assumption that the dual varia- tional inequality is solvable. Then the solutions set may be unbounded. We present classes of economic equilibrium problems which satisfy such assumptions.File | Dimensione | Formato | |
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