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A primal-dual proximal point algorithm for variational inequality problems. (English) Zbl 0847.49009

Giannessi, F. (ed.) et al., Variational inequalities and network equilibrium problems. Proceedings of a conference, Erice, Italy, June 19-25, 1994. New York, NY: Plenum, 143-153 (1995).
A new variant of the primal-dual proximal point algorithm for solving monotone variational inequalities is suggested and analyzed. The proposed method adopts a Gauss-Seidel like procedure to solve a subproblem in each iteration, which updates primal variables and dual variables alternatively. This method is particular suitable for solving traffic assignment problems.
For the entire collection see [Zbl 0834.00044].
Reviewer: M.A.Noor (Riyadh)

MSC:

49J40 Variational inequalities
90B80 Discrete location and assignment
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