Solving Mixed Variational Inequalities Beyond Convexity

Sorin-Mihai Grad (1, 2) , Felipe Lara (3)

1 University of Vienna [Vienna]
2 OC - Optimisation et commande
3 Universidad de Tarapaca

Abstract We show that Malitsky’s recent Golden Ratio Algorithm for solving convex mixed variational inequalities can be employed in a certain nonconvex framework as well, making it probably the first iterative method in the literature for solving generalized convex mixed variational inequalities, and illustrate this result by numerical experiments.

Domaines: Optimisation et contrôle [math.OC]

Sorin-Mihai Grad, Felipe Lara. Solving Mixed Variational Inequalities Beyond Convexity. Journal of Optimization Theory and Applications, 2021, 190 (2), pp.565-580. ⟨10.1007/s10957-021-01860-9⟩. ⟨hal-03429961⟩