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Convergence of Hybrid Steepest-Descent Methods for Variational Inequalities

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Abstract

Assume that F is a nonlinear operator on a real Hilbert space H which is η-strongly monotone and κ-Lipschitzian on a nonempty closed convex subset C of H. Assume also that C is the intersection of the fixed point sets of a finite number of nonexpansive mappings on H. We devise an iterative algorithm which generates a sequence (x n ) from an arbitrary initial point x 0H. The sequence (x n ) is shown to converge in norm to the unique solution u* of the variational inequality

$$\left\langle {F(u*),\user1{v} - u*} \right\rangle \geqslant 0$$

Applications to constrained pseudoinverse are included.

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Xu, H.K., Kim, T.H. Convergence of Hybrid Steepest-Descent Methods for Variational Inequalities. Journal of Optimization Theory and Applications 119, 185–201 (2003). https://doi.org/10.1023/B:JOTA.0000005048.79379.b6

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  • DOI: https://doi.org/10.1023/B:JOTA.0000005048.79379.b6

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