Inexact Proximal Point Methods for Variational Inequality Problems

We present a new family of proximal point methods for solving monotone variational inequalities. Our algorithm has a relative error tolerance criterion in solving the proximal subproblems. Our convergence analysis covers a wide family of regularization functions, including double regularizations recently introduced by Silva, Eckstein, and Humes, Jr. [SIAM J. Optim., 12 (2001), pp. 238

• Type: Journal
• Year: 2010
• Where: SIAMJO
• Authors: Regina Sandra Burachik, Joydeep Dutta
• Keywords: Proximal, Proximal Point, SIAMJO 2010, Variational Inequalities