The Dual Gap Function and Error Bounds for Strongly Monotone Variational Inequalities
Journal of convex analysis, Tome 25 (2018) no. 4, pp. 1121-1138
In the literature of variational inequalities, there has been a lot of studies about the role of gap functions in the development of error bounds specially for the case where the variational inequality is described by a strongly monotone mapping. However the role of the dual gap function in devising error bounds, to the best of our knowledge, has not been thoroughly investigated. In this article we focus on the dual gap function for monotone variational inequalities. We highlight some properties of the dual gap function which are not shared by the other gap functions and also show how it can be used to develop error bounds for strongly monotone variational inequalities with convex and compact feasible sets.
Classification :
90C33, 90C25
Mots-clés : Variational inequalities, gap functions, error bounds, strongly monotone maps
Mots-clés : Variational inequalities, gap functions, error bounds, strongly monotone maps
@article{JCA_2018_25_4_JCA_2018_25_4_a3,
author = {D. Aussel and J. Dutta and A. C. Xu},
title = {The {Dual} {Gap} {Function} and {Error} {Bounds} for {Strongly} {Monotone} {Variational} {Inequalities}},
journal = {Journal of convex analysis},
pages = {1121--1138},
year = {2018},
volume = {25},
number = {4},
url = {http://geodesic.mathdoc.fr/item/JCA_2018_25_4_JCA_2018_25_4_a3/}
}
TY - JOUR AU - D. Aussel AU - J. Dutta AU - A. C. Xu TI - The Dual Gap Function and Error Bounds for Strongly Monotone Variational Inequalities JO - Journal of convex analysis PY - 2018 SP - 1121 EP - 1138 VL - 25 IS - 4 UR - http://geodesic.mathdoc.fr/item/JCA_2018_25_4_JCA_2018_25_4_a3/ ID - JCA_2018_25_4_JCA_2018_25_4_a3 ER -
%0 Journal Article %A D. Aussel %A J. Dutta %A A. C. Xu %T The Dual Gap Function and Error Bounds for Strongly Monotone Variational Inequalities %J Journal of convex analysis %D 2018 %P 1121-1138 %V 25 %N 4 %U http://geodesic.mathdoc.fr/item/JCA_2018_25_4_JCA_2018_25_4_a3/ %F JCA_2018_25_4_JCA_2018_25_4_a3
D. Aussel; J. Dutta; A. C. Xu. The Dual Gap Function and Error Bounds for Strongly Monotone Variational Inequalities. Journal of convex analysis, Tome 25 (2018) no. 4, pp. 1121-1138. http://geodesic.mathdoc.fr/item/JCA_2018_25_4_JCA_2018_25_4_a3/