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Title: A penalty approach for a box constrained variational inequality problem (English)
Author: Kebaili, Zahira
Author: Benterki, Djamel
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 63
Issue: 4
Year: 2018
Pages: 439-454
Summary lang: English
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Category: math
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Summary: We propose a penalty approach for a box constrained variational inequality problem $(\rm BVIP)$. This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of $\rm BVIP$ when the function $F$ involved is continuous and strongly monotone and the box $C$ contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on some examples are satisfactory and confirm the theoretical approach. (English)
Keyword: box constrained variational inequality problem
Keyword: power penalty approach
Keyword: strongly monotone operator
MSC: 47J20
MSC: 65J15
MSC: 65K10
MSC: 65K15
MSC: 90C33
idZBL: Zbl 06945741
idMR: MR3842962
DOI: 10.21136/AM.2018.0334-17
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Date available: 2018-07-30T11:29:23Z
Last updated: 2020-09-03
Stable URL: http://hdl.handle.net/10338.dmlcz/147320
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