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A modified descent method for co-coercive variational inequalities

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  • Li, Min
  • Liao, Li-Zhi
  • Yuan, Xiao-ming

Abstract

This paper presents a modified descent method for solving co-coercive variational inequalities. Incorporating with the techniques of identifying descent directions and optimal step sizes along these directions, the new method improves the efficiencies of some existing projection methods. Some numerical results for an economic equilibrium problem are reported.

Suggested Citation

  • Li, Min & Liao, Li-Zhi & Yuan, Xiao-ming, 2008. "A modified descent method for co-coercive variational inequalities," European Journal of Operational Research, Elsevier, vol. 189(2), pages 310-323, September.
    • Handle: RePEc:eee:ejores:v:189:y:2008:i:2:p:310-323
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    References listed on IDEAS

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    1. Nagurney, Anna, 1986. "An algorithm for the single commodity spatial price equilibrium problem," Regional Science and Urban Economics, Elsevier, vol. 16(4), pages 573-588, November.
    2. D.R. Han & H.K. Lo, 2002. "New Alternating Direction Method for a Class of Nonlinear Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 112(3), pages 549-560, March.
    3. Stella Dafermos & Anna Nagurney, 1989. "Supply and Demand Equilibration Algorithms for a Class of Market Equilibrium Problems," Transportation Science, INFORMS, vol. 23(2), pages 118-124, May.
    4. Han, Deren & Lo, Hong K., 2004. "Solving non-additive traffic assignment problems: A descent method for co-coercive variational inequalities," European Journal of Operational Research, Elsevier, vol. 159(3), pages 529-544, December.
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