Adaptive Proximal Method for Variational Inequalities
arXiv:1804.02579
Abstract
A new adaptive approach is proposed for variational inequalities with a Lipschitz-continuous field. Estimates of the necessary number of iterations are obtained to achieve a given quality of the variational inequality solution. A generalization of the method under consideration to the case of a Holder-continuous field is considered.
Submitted to Computational Mathematics and Mathematical Physics 11.12.2017; 9 pages; in Russian