AN ELLIPSOIDAL PROJECTION METHOD FOR VARIATIONAL INEQUALITY PROBLEMS OVER A POLYHEDRAL SET

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概要

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• 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.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Baek Seung-gyu

  Faculty Of Department Of Business Administration Soonchunhyang University

• Ahn Byong-Hun

  Kores Advanced Institute of Science and Technology

関連論文

• AN ELLIPSOIDAL PROJECTION METHOD FOR VARIATIONAL INEQUALITY PROBLEMS OVER A POLYHEDRAL SET

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