A von Neumann Alternating Method for Finding Common Solutions to Variational Inequalities

Details A von Neumann Alternating Method for Finding Common Solutions to Variational Inequalities A von Neumann Alternating Method for Finding Common Solutions to Variational Inequalities

2012-02-03

arxiv.org/abs/1202.0611v1

Mathematics

Optimization and Control

Nonlinear Analysis Series A: Theory, Methods & Applications, accepted for publication

Scientific paper

Modifying von Neumann's alternating projections algorithm, we obtain an
alternating method for solving the recently introduced Common Solutions to
Variational Inequalities Problem (CSVIP). For simplicity, we mainly confine our
attention to the two-set CSVIP, which entails finding common solutions to two
unrelated variational inequalities in Hilbert space.

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