Solving Mixed Variational Inequalities Beyond Convexity
Sorin‐Mihai Grad, Felipe Lara
Abstract
Abstract We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.
Topics & Concepts
MathematicsVariational inequalityConvexityTheory of computationRegular polygonApplied mathematicsConvex optimizationInequalityMathematical optimizationMathematical analysisAlgorithmGeometryFinancial economicsEconomicsOptimization and Variational AnalysisSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms Research