Two-level iterative method for non-stationary mixed variational inequalities

Abstract

We consider a mixed variational inequality problem involving a set-valued nonmonotone mapping and a general convex function, where only approximation sequences are known instead of exact values of the cost mapping and function, and feasible set. We suggest to apply a two-level approach with inexact solutions of each particular problem with a descent method and partial penalization and evaluation of accuracy with the help of a gap function. Its convergence is attained without concordance of penalty, accuracy, and approximation parameters under coercivity type conditions.