АЛГОРИТМ ДЛЯ ВАРIАЦIЙНОЇ НЕРIВНОСТI НА МНОЖИНI РОЗВ’ЯЗКIВ ЗАДАЧI ПРО РIВНОВАГУ
DOI:
https://doi.org/10.17721/2706-9699.2020.1.02Ключові слова:
дворiвнева задача, варiацiйна нерiвнiсть, задача про рiвновагу, двоетапний проксимальний метод, iтеративна регуляризацiя, сильна збiжнiстьАнотація
Розглядається дворiвнева задача: варiацiйна нерiвнiсть на множинi розв’язкiв задачi про рiвновагу. Для розв’язання даної задачi запропоновано iтерацiйний алгоритм, що сумiщає у собi iдеї двоетапного проксимального методу та iтеративної регуляризацiї. Для монотонних бiфункцiй лiпшицевого типу та сильно монотонних лiпшицевих операторiв доведено теорему про сильну збiжнiсть алгоритму.
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