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An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points

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Abstract

We consider variational inequalities in a Banach space. We propose an exact penalty method which enables one to remove functional constraints. The obtained result is used for constructing optimal (in the sense of complexity) iterative schemes for finding saddle points under functional constraints.

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Authors and Affiliations

  1. Mari State University, pl. Lenina 1, Yoshkar-Ola, 424000, Russia

    M. Yu. Kokurin

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  1. M. Yu. Kokurin
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Correspondence to M. Yu. Kokurin.

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Original Russian Text © M.Yu. Kokurin, 2011, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2011, No. 8, pp. 23–33.

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Kokurin, M.Y. An exact penalty method for monotone variational inequalities and order optimal algorithms for finding saddle points. Russ Math. 55, 19–27 (2011). https://doi.org/10.3103/S1066369X11080044

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  • DOI: https://doi.org/10.3103/S1066369X11080044

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