Department of Mathematics
An improved proximal alternating direction method for monotone variational inequalities with separable structure
To solve a class of variational inequalities with separable structure, this paper presents a new method to improve the proximal alternating direction method (PADM) in the following senses: an iterate generated by the PADM is utilized to generate a descent direction; and an appropriate step size along this descent direction is identified. Hence, a descent-like method is developed. Convergence of the new method is proved under mild assumptions. Some numerical results demonstrate that the new method is efficient. © 2009 Springer Science+Business Media, LLC.
Alternating direction method, Descent method, Proximal point method, Separable structure, Variational inequalities
Source Publication Title
Computational Optimization and Applications
Link to Publisher's Edition
Yuan, X. (2011). An improved proximal alternating direction method for monotone variational inequalities with separable structure. Computational Optimization and Applications, 49 (1), 17-29. https://doi.org/10.1007/s10589-009-9293-y