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Proximal point algorithms for general variational inequalities. (English) Zbl 1198.90374
This paper studies the application of the classical proximal point algorithms (PPAs) to general variational inequalities (GVIs), which have wide applications in various fields. Some existing PPAs for classical variational inequalities, including both the exact and inexact versions, are extended to solving GVIs. Consequently, a unified framework of PPA-based algorithms is provided. New algorithms proposed by the authors include some existing methods as special cases.

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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