A generalized primal-dual system is considered. The problem is reformulated as an equivalent variational inequality whose main mapping does not possess a monotonicity property and is not the gradient mapping of any function. In order to solve the problem, a partial regularization method is proposed. Its convergence is proved under certain coercitivity-type conditions. An application to an economic equilibrium problem is discussed. The work was supported by the Russian Foundation for Basic Research (project N 10-01-00629).

Keywords: generalized primal-dual system, nonmonotone variational inequality, partial regularization method, sufficient convergence conditions

• PostScript (in Russian) (601KB)
• PDF (in Russian) (178KB)



• PostScript. zip (in Russian) (298KB)
• PDF. zip (in Russian) (152KB)