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arxiv: 1804.02579 · v3 · pith:SQQSCE7Vnew · submitted 2018-04-07 · 🧮 math.OC

Adaptive Proximal Method for Variational Inequalities

classification 🧮 math.OC
keywords variationaladaptivefieldinequalitiesmethodachieveapproachcase
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A new adaptive approach is proposed for variational inequalities with a Lipschitz-continuous field. Estimates of the necessary number of iterations are obtained to achieve a given quality of the variational inequality solution. A generalization of the method under consideration to the case of a Holder-continuous field is considered.

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