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A modified inexact implicit method for mixed variational inequalities. (English) Zbl 1197.65074
A modified inexact implicit method with a variable parameter is proposed for the solution of mixed variational inequalities. The exactness restriction is much relaxed compared to other known methods and an the parameters are selected adaptively. It is proved that under some mild conditions the method is globally convergent. It reduces in the case of fixed parameter to the method proposed by M. A. Noor [Appl. Math. Lett. 11, No. 4, 109–113 (1998; Zbl 0941.49005)]. Several numerical test are performed to show the efficiency of the method.
MSC:
65K15Numerical methods for variational inequalities and related problems
49J40Variational methods including variational inequalities
49M37Methods of nonlinear programming type in calculus of variations