Convergence Analysis of Gauss-Type Proximal Point Method for Variational Inequalities
Mohammed Harunor RASHİD · 2014
In the present paper, we introduce a Gauss-type proximal point algorithm for solving the variational inequality problem, that is, a problem involving functional acting between Banach space and its dual space, which has to be solved for all possible values of a given variable belonging usually to a convex set. We establish the convergence criteria of the Gauss-type proximal point algorithm, which guarantees the existence and the convergence of any sequence generated by this algorithm under mild conditions. More precisely, semilocal and local convergences of the Gauss-type proximal point algorithm are analyzed.