[HTML][HTML] Some recent advances in projection-type methods for variational inequalities

N Xiu, J Zhang - Journal of Computational and Applied Mathematics, 2003 - Elsevier
Projection-type methods are a class of simple methods for solving variational inequalities,
especially for complementarity problems. In this paper we review and summarize recent …

Faster first-order primal-dual methods for linear programming using restarts and sharpness

D Applegate, O Hinder, H Lu, M Lubin - Mathematical Programming, 2023 - Springer
First-order primal-dual methods are appealing for their low memory overhead, fast iterations,
and effective parallelization. However, they are often slow at finding high accuracy solutions …

[图书][B] Generalized convexity, nonsmooth variational inequalities, and nonsmooth optimization

QH Ansari, CS Lalitha, M Mehta - 2013 - books.google.com
Until now, no book addressed convexity, monotonicity, and variational inequalities together.
Generalized Convexity, Nonsmooth Variational Inequalities, and Nonsmooth Optimization …

On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

F Yousefian, A Nedić, UV Shanbhag - Mathematical Programming, 2017 - Springer
Traditionally, most stochastic approximation (SA) schemes for stochastic variational
inequality (SVI) problems have required the underlying mapping to be either strongly …

A method with convergence rates for optimization problems with variational inequality constraints

HD Kaushik, F Yousefian - SIAM Journal on Optimization, 2021 - SIAM
We consider a class of optimization problems with Cartesian variational inequality (CVI)
constraints, where the objective function is convex and the CVI is associated with a …

Incremental constraint projection methods for monotone stochastic variational inequalities

AN Iusem, A Jofré, P Thompson - Mathematics of Operations …, 2019 - pubsonline.informs.org
We consider stochastic variational inequalities (VIs) with monotone operators where the
feasible set is an intersection of a large number of convex sets. We propose a stochastic …

On a class of constrained interval-valued optimization problems governed by mechanical work cost functionals

S Treanţă - Journal of Optimization Theory and Applications, 2021 - Springer
In this paper, optimality conditions are studied for a class of constrained interval-valued
optimization problems governed by path-independent curvilinear integral (mechanical work) …

Weak sharpness and finite convergence for solutions of nonsmooth variational inequalities in Hilbert spaces

LV Nguyen, QH Ansari, X Qin - Applied Mathematics & Optimization, 2021 - Springer
This paper deals with the study of weak sharp solutions for nonsmooth variational
inequalities and finite convergence property of the proximal point method. We present …

Stochastic generalized Nash equilibrium-seeking in merely monotone games

B Franci, S Grammatico - IEEE Transactions on Automatic …, 2021 - ieeexplore.ieee.org
We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone
games with expected value cost functions. Specifically, we present the first distributed SGNE …

Some methods based on the D-gap function for solving monotone variational inequalities

MV Solodov, P Tseng - Computational optimization and applications, 2000 - Springer
The D-gap function has been useful in developing unconstrained descent methods for
solving strongly monotone variational inequality problems. We show that the D-gap function …