Abstract
In this paper, we study the convergence of proximal methods for solving pseudomonotone (in the sense of Karamardian) variational inequalities. The main result is given in the finite-dimensional case, but we show that we still obtain convergence in an infinite-dimensional Hilbert space under a strong pseudomonotonicity or a pseudo-Dunn assumption on the operator involved in the variational inequality problem.
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EL FAROUQ, N. Pseudomonotone Variational Inequalities: Convergence of Proximal Methods. Journal of Optimization Theory and Applications 109, 311–326 (2001). https://doi.org/10.1023/A:1017562305308
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DOI: https://doi.org/10.1023/A:1017562305308