A Prediction-Correction Method for Monotone Inverse Variational Inequalities

A Prediction-Correction Method for Monotone Inverse Variational Inequalities

In this paper, we propose a prediction-correction method for solving monotone linear and nonlinear inverse variational inequality problems. A practical and robust prediction step size choice strategy is developed, which needs only a projection for each line-search procedure. The global convergence o...

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Bibliographische Detailangaben
Hauptverfasser: Ding Zheng-sheng, Shi Chao-feng
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Algorithm design and analysis
Convergence
Economics
Electricity
Helium
Inverse variational inequality
Prediction algorithms
Prediction-correction method
Robustness
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Beschreibung
Zusammenfassung:In this paper, we propose a prediction-correction method for solving monotone linear and nonlinear inverse variational inequality problems. A practical and robust prediction step size choice strategy is developed, which needs only a projection for each line-search procedure. The global convergence of the algorithm is established.
DOI:10.1109/CASoN.2010.61