Combined Relaxation Methods for Variational Inequalities

By Igor Konnov

Variational inequalities proved to be a very useful and powerful tool for in- vestigation and solution of many equilibrium type problems in Economics, Engineering, Operations Research and Mathematical Physics. In fact, varia- tional inequalities for example provide a unifying framework for the study of such diverse problems as boundary value problems, price equilibrium prob- lems and traffic network equilibrium problems. Besides, they are closely re- lated with many general problems of Nonlinear Analysis, such as fixed point, optimization and complementarity problems. As a result, the theory and so- lution methods for variational inequalities have been studied extensively, and considerable advances have been made in these areas. This book is devoted to a new general approach to constructing solution methods for variational inequalities, which was called the combined relax- ation (CR) approach. This approach is based on combining, modifying and generalizing ideas contained in various relaxation methods. In fact, each com- bined relaxation method has a two-level structure, i.e., a descent direction and a stepsize at each iteration are computed by finite relaxation procedures.

• Format: Paperback
• Language: English
• ISBN: 3540679995
• ISBN13: 9783540679998
• Release Date: October 2000
• Publisher: Springer
• Length: 184 Pages
• Weight: 0.63 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"