Work

An Ellipsoidal Projection Method for Variational Inequality Problems Over a Polyhedral Set

Year: 1995

Type: article

Abstract: This paper presents a relaxed projection method for variational inequality problems over a polyhedral set K. Unlike standard projection methods, each iteration of the proposed method solves a modified variational inequality problem over an ellipsoid approximating the original set K. By choosing an appropriate radius of the ellipsoid, the projected point can be obtained in a closed-form. Convergence property of this method is investigated. The limited computational experiments yield promising results.

Source: Journal of the Operations Research Society of Japan

DOI: 10.15807/jorsj.38.162

Authors: Seung-gyu Baek, Byong-Hun Ahn

Institutions: Soonchunhyang University, Korea Advanced Institute of Science and Technology

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W2132270439

FWCI:

Cites: 9

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Related to: 10