A partial regularization method for a generalized primal-dual system of inequalities

Authors

  • D.A. Dyabilkin
  • I.V. Konnov

Keywords:

generalized primal-dual system
nonmonotone variational inequality
partial regularization method
sufficient convergence conditions

Abstract

A generalized primal-dual system is considered. The problem is reformulated as an equivalent variational inequality whose main mapping does not possess a monotonicity property and is not the gradient mapping of any function. In order to solve the problem, a partial regularization method is proposed. Its convergence is proved under certain coercitivity-type conditions. An application to an economic equilibrium problem is discussed. The work was supported by the Russian Foundation for Basic Research (project N 10-01-00629).

New computational technologies

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Published

2010-10-26

Issue

Vol. 11 (2010): Issue 4.

Section

Section 1. Numerical methods and applications

Author Biographies

D.A. Dyabilkin

Kazan Federal University,
Institute of Computational Mathematics and Information Technologies
• Assistant

I.V. Konnov

Kazan Federal University,
Institute of Computational Mathematics and Information Technologies
• Professor

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