Yc. Cui et Bs. He, A class of projection and contraction methods for asymmetric linear variational inequalities and their relations to Fukushima's descent method, COMPUT MATH, 38(11-12), 1999, pp. 151-164
For solving asymmetric linear variational inequalities, we present a class
of projection and contraction methods under the general G-norm. The search
direction of our methods is just a convex combination of two descent direct
ions of Fukushima's merit function. However, we use the direction to reduce
the distance function (1/2)parallel to u--u*parallel to(G)(2), where u* is
a solution point of the problem. Finally, we report some numerical results
for spatial price equilibrium problems by using the presented methods. (C)
1999 Elsevier Science Ltd. All rights reserved.