Gap Functions, Error Bounds and Regularization of Variational Inequalities: Part 2

17 June, 3.00pm AEST

Speaker's Name: Professor Joydeep Dutta
Speaker's Institution: Department of Mathematics and Statistics, Indian Institute of Technology Kanpur
Title of Seminar: Gap Functions, Error Bounds and Regularization of Variational Inequalities: Part 2
Host Institution:

CARMA, University of Newcastle

Time and Date:

Tuesday 17 June, 3.00pm AEST

Seminar Abstract:

Our aim in this talk is to show that D-gap function can play a pivotal role in developing inexact descent methods to solve monotone variational inequality problem where the feasible set of the variational inequality is a closed convex set rather than just the non-negative orthant. We also focus on the issue of regularization of variational inequality. Freidlander and Tseng has shown in 2007 that by the regularizing the convex objective function by using another convex function which in practice is chosen correctly can make the solution of the problem simpler. Tseng and Freiedlander has provided a criteria for exact regularization of convex optimization problems. In this section we ask the question as to what extent one can extend the idea of exact regularization in the context of variational inequalities. We study this in this talk and we show the central role played by the dual gap function in this analysis.

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