Title	A projection algorithm for non-monotone variational inequalities
Creator	Diaz Millan, Reinier
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2017-09-21T11:54
Description	We introduce and study the convergence properties of a projection-type algorithm for solving the variational inequality problem for point-to-set operators. No monotonicity assumption is used in our analysis. The operator defining the problem is only assumed to be continuous in the point-to-set sense, i.e., inner- and outer-semicontinuous. Additionally, we assume non-emptiness of the so-called dual solution set. We prove that the whole sequence of iterates converges to a solution of the variational inequality. Moreover, we provide numerical experiments illustrating the behavior of our iterates. Through several examples, we provide a comparison with a recent similar algorithm. This talk is based on a joint work with R. Burachik.
Extent	31 minutes
Subject	Mathematics; Operations research, mathematical programming; Operator theory; Control/optimization/operation research
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Federal Institute of Goias
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2018-03-26
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0364465
URI	http://hdl.handle.net/2429/64935
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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A projection algorithm for non-monotone variational inequalities Diaz Millan, Reinier

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