244. Douglas-Rachford splitting algorithm for projected solution of quasi variational inequality with non-self constraint map
Invited abstract in session WB-6: Structured nonsmooth optimization -- Part II, stream Nonsmooth and nonconvex optimization.
Wednesday, 10:30-12:30Room: B100/7013
Authors (first author is the speaker)
| 1. | Maede Ramazannejad
|
| Dipartimento di Matematica per le Scienze Economiche, Finanziarie ed Attuariali, Università Cattolica del Sacro Cuore |
Abstract
In this paper, we present a Douglas-Rachford splitting algorithm within a Hilbert space framework that yields a projected solution for a quasi variational inequality. This is achieved under the conditions that the operator associated with the problem is Lipschitz continuous and strongly monotone. The proposed algorithm is based on the interaction between the resolvent operator and the reflected resolvent operator.
Keywords
- Complementarity and variational problems
- Global optimization
- Complexity and efficiency of algorithms
Status: accepted
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