Department of Applied Mathematics & Physics, Kyoto University
Technical Report 2000-002 (May 26, 2000)
Nonlinear Proximal Decomposition Method with Bregman Function for Solving Monotone Variational Inequality Problems
by Masahiro Kyono and Masao Fukushima
In this paper, we propose a new decomposition method for solving monotone
variational inequality problems. The algorithm is an extension of the
decomposition method proposed by the authors for solving convex
programming problems. To solve subproblems approximately, the algorithm
adopts a practical criterion proposed by Solodov and Svaiter for the
proximal proximal point algorithm. Under some mild assumptions,
global convergence of the proposed algorithm is established.