Title :
A Prediction-Correction Method for Monotone Inverse Variational Inequalities
Author :
Zheng-Sheng, Ding ; Chao-Feng, Shi
Author_Institution :
Inst. of Intell. Inf. Process., Xidian Univ., Xi´´an, China
Abstract :
In this paper, we propose a prediction-correction method for solving monotone linear and nonlinear inverse variational inequality problems. A practical and robust prediction step size choice strategy is developed, which needs only a projection for each line-search procedure. The global convergence of the algorithm is established.
Keywords :
inverse problems; predictive control; robust control; variational techniques; global convergence; line-search procedure; monotone inverse variational inequalities; monotone linear; nonlinear inverse variational inequality problem; prediction-correction method; robust prediction step size choice; Algorithm design and analysis; Convergence; Economics; Electricity; Helium; Prediction algorithms; Robustness; Convergence; Inverse variational inequality; Prediction-correction method;
Conference_Titel :
Computational Aspects of Social Networks (CASoN), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-8785-1
DOI :
10.1109/CASoN.2010.61
