Pseudomonotone Variational Inequalities: Convergence of Proximal Methods

Abstract

In this paper, we study the convergence of proximal methods for solving pseudomonotone (in the sense of Karamardian) variational inequalities. The main result is given in the finite-dimensional case, but we show that we still obtain convergence in an infinite-dimensional Hilbert space under a strong pseudomonotonicity or a pseudo-Dunn assumption on the operator involved in the variational inequality problem.