PARTIAL REGULARIZATION AND DESCENT METHOD FOR A EXTENDED PRIMAL-DUAL SYSTEM

Abstract

In this works, we consider a system of variational inequality, which can be regarded as an extension of a primal-dual variational inequality system and involves multivalued mappings. The system does not possess monotonicity properties and the feasible set is unbounded in general. To solve the problem, we propose a completely implementable iterative scheme, whose convergence is proved under certain coercivity type conditions.