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Trinh Ngoc Hai, Continuous-time ergodic algorithm for solving monotone variational inequalities

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DOI: 10.23952/jnva.5.2021.3.04

Volume 5, Issue 3, 1 June 2021, Pages 391-401

 

Abstract. In this paper, we propose a new algorithm for solving monotone but not Lipschitz-continuous variational inequalities. We consider a projected-type dynamical system and prove that the solution of this dynamical system converges to a desired solution in an ergodic sense.

 

How to Cite this Article:
Trinh Ngoc Hai, Continuous-time ergodic algorithm for solving monotone variational inequalities, J. Nonlinear Var. Anal. 5 (2021), 391-401.