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A class of projection and contraction methods for asymmetric linear variational inequalities and their relations to Fukushima's descent method

โœ Scribed by Yingchuan Cui; Bingsheng He


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
633 KB
Volume
38
Category
Article
ISSN
0898-1221

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โœฆ Synopsis


For solving asymmetric linear variational inequalities, we present a class of projection and contraction methods under the general G-norm. The search direction of our methods is just a convex combination of two descent directions of Fukushima's merit function. However, we use the direction to reduce the distance function (1/2)llu -u*ll~, where u* is a solution point of the problem. Finally, we report some numerical results for spatial price equilibrium problems by using the presented methods.


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This paper presents a new class of projection and contraction methods for solving monotone variational inequality problems. The methods can be viewed as combinations of some existing projection and contraction methods and the method of shortest residuals, a special case of conjugate gradient methods