Prox-Penalization and Splitting Methods for Constrained Variational Problems
Prox-Penalization and Splitting Methods for Constrained Variational Problems
This paper is concerned with the study of a class of prox-penalization methods for solving variational inequalities of the form $Ax+N_C(x)\ni0$, where $\mathcal{H}$ is a real Hilbert space, $A:\mathcal{H}\rightrightarrows\mathcal{H}$ is a maximal monotone operator, and $N_C$ is the outward normal cone to a closed convex set $C\subset\mathcal{H}$. Given $\Psi:\mathcal{H}\to\mathbb{R}\cup\{+\infty\}$, which …