Department of Mathematics
An LQP-based decomposition method for solving a class of variational inequalities
The alternating direction method (ADM) is an influential decomposition method for solving a class of variational inequalities with block-separable structures. In the literature, the subproblems of the ADM are usually regularized by quadratic proximal terms to ensure a more stable and attractive numerical performance. In this paper, we propose to apply the logarithmicquadratic proximal (LQP) terms to regularize the ADMsubproblems, and thus develop an LQP-based decomposition method for solving a class of variational inequalities. Global convergence of the new method is proved under standard assumptions. © 2011 Society for Industrial and Applied Mathematics.
Alternating direction method, Complementarity problem, Logarithmic-quadratic proximal method, System of nonlinear equations, Variational inequality
Source Publication Title
SIAM Journal on Optimization
Society for Industrial and Applied Mathematics
Link to Publisher's Edition
Yuan, Xiaoming, and Min Li. "An LQP-based decomposition method for solving a class of variational inequalities." SIAM Journal on Optimization 21.4 (2011): 1309-1318.