RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

  • ISSN (Print) 0424-7388
  • ISSN (Online) 3034-6177

METHOD FOR SOLVING VARIATION INEQUALITIES USING INACCURATE INITIAL DATA

PII
S042473880000616-6-1
DOI
10.7868/S0000616-6-1
Publication type
Article
Status
Published
Authors
Volume/ Edition
Volume / Issue №3
Pages
117-127
Abstract
The connection between solving variational inequality and finding the fixed element of the point to set mapping from convex compact to itself is established. Examples of variational inequalities relating to the convex optimization, convex antagonistic game, convex many person non-coalition game, the problem to find equilibrium prices are given. We describe an iterative method of the Oracle type for solving variational inequality defined by the monotone mapping under Oracle mistakes. We set the requirement to Oracle mistakes which guarantee to find ε-solution to variation inequality (with given ε > 0). The upper-bound for number of iterations necessary for calculating ε-solution to variation inequality is obtained.
Keywords
Date of publication
01.07.2008
Year of publication
2008
Number of purchasers
2
Views
838

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At the Ministry of Education and Science of the Russian Federation

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Scientific Electronic Library