A combined relaxation method for decomposable variational inequalities ^*

^*This work is supported by RFFI grant No. 95-01-00061.

Abstract

An iterative method based on combining, modifying and generalizing different relaxation subgradient methods is proposed for solving variational inequality problems. For certain structured problems this method leads to a decomposition scheme. Convergence of the method is proved under weak assumptions. In particular, the main mapping need not be single-valued or monotone.

Keywords:

• Variational inequalities
• decomposition scheme
• non-monotone mapping
• combined relaxation method

^*This work is supported by RFFI grant No. 95-01-00061.

^*This work is supported by RFFI grant No. 95-01-00061.

Notes

^*This work is supported by RFFI grant No. 95-01-00061.