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Inverse strongly monotone operators and variational inequalitiesChi, Wen-te 23 June 2009 (has links)
In this paper, we report existing convergence results on monotone variational inequalities where the governing monotone operators are either strongly monotone or inverse strongly monotone. We reformulate the variational inequality problem as
an equivalent fixed point problem and then use fixed point iteration method to solve the original variational inequality problem. In the case of strong monotonicity case we use the Banach¡¦s contraction principle to define out iteration sequence; while in the case of inverse strong monotonicity we use the technique of averaged mappings to define our iteration sequence. In both cases we prove strong convergence for our
iteration methods. An application to a minimization problem is also included.
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Projection Methods for Variational Inequalities Governed by Inverse Strongly Monotone OperatorsLin, Yen-Ru 26 June 2010 (has links)
Consider the variational inequality (VI)
x* ∈C, ‹Fx*, x - x* ›≥0, x∈C (*)
where C is a nonempty closed convex subset of a real Hilbert space H and
F : C¡÷ H is a monotone operator form C into H. It is known that if F is
strongly monotone and Lipschitzian, then VI (*) is equivalently turned into
a fixed point problem of a contraction; hence Banach's contraction principle
applies. However, in the case where F is inverse strongly monotone, VI (*)
is equivalently transformed into a fixed point problem of a nonexpansive
mapping. The purpose of this paper is to present some results which apply
iterative methods for nonexpansive mappings to solve VI (*). We introduce
Mann's algorithm and Halpern's algorithm and prove that the sequences
generated by these algorithms converge weakly and respectively, strongly to
a solution of VI (*), under appropriate conditions imposed on the parameter
sequences in the algorithms.
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Convergece Analysis of the Gradient-Projection MethodChow, Chung-Huo 09 July 2012 (has links)
We consider the constrained convex minimization problem:
min_x∈C f(x)
we will present gradient projection method which generates a sequence x^k
according to the formula
x^(k+1) = P_c(x^k − £\_k∇f(x^k)), k= 0, 1, ¡P ¡P ¡P ,
our ideal is rewritten the formula as a xed point algorithm:
x^(k+1) = T_(£\k)x^k, k = 0, 1, ¡P ¡P ¡P
is used to solve the minimization problem.
In this paper, we present the gradient projection method(GPM) and different choices of the stepsize to discuss the convergence of gradient projection
method which converge to a solution of the concerned problem.
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Iterative Methods for Minimization Problems over Fixed Point SetsChen, Yen-Ling 02 June 2011 (has links)
In this paper we study through iterative methods the minimization problem
min_{x∈C} £K(x) (P)
where the set C of constraints is the set of fixed points of a nonexpansive mapping T in a real Hilbert space H, and the objective function £K:H¡÷R is supposed to be continuously Gateaux dierentiable. The gradient projection method for solving problem (P) involves with the projection P_{C}. When C = Fix(T), we provide a
so-called hybrid iterative method for solving (P) and the method involves with the mapping T only. Two special cases are included: (1) £K(x)=(1/2)||x-u||^2 and (2) £K(x)=<Ax,x> - <x,b>. The first case corresponds to finding a fixed point of T which is closest to u from the fixed point set Fix(T). Both cases have received a lot of investigations recently.
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Iterative Approaches to the Split Feasibility ProblemChien, Yin-ting 23 June 2009 (has links)
In this paper we discuss iterative algorithms for solving the split feasibility
problem (SFP). We study the CQ algorithm from two approaches: one
is an optimization approach and the other is a fixed point approach. We
prove its convergence first as the gradient-projection algorithm and secondly
as a fixed point algorithm. We also study a relaxed CQ algorithm in the
case where the sets C and Q are level sets of convex functions. In such case
we present a convergence theorem and provide a different and much simpler
proof compared with that of Yang [7].
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Complementarity ProblemsLin, Yung-shen 30 July 2007 (has links)
In this thesis, we report recent results on existence for complementarity problems in infinite-dimensional spaces under generalized monotonicity are reported.
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