Extended Lorentz cones and variational inequalities on cylinders
Optimization and Control
2015-03-23 v1
Abstract
Solutions of a variational inequality are found by giving conditions for the monotone convergence with respect to a cone of the Picard iteration corresponding to its natural map. One of these conditions is the isotonicity of the projection onto the closed convex set in the definition of the variational inequality. If the closed convex set is a cylinder and the cone is an extented Lorentz cone, then this condition can be dropped because it is automatically satisfied. The obtained result is further particularized for unbounded box constrained variational inequalities. For this case a numerical example is presented.
Keywords
Cite
@article{arxiv.1503.06119,
title = {Extended Lorentz cones and variational inequalities on cylinders},
author = {S. Z. Németh and G. Zhang},
journal= {arXiv preprint arXiv:1503.06119},
year = {2015}
}
Comments
10 pages. arXiv admin note: text overlap with arXiv:1405.7835