File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1137/070703557
- Scopus: eid_2-s2.0-84862907847
- WOS: WOS:000298378500006
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: An LQP-based decomposition method for solving a class of variational inequalities
| Title | An LQP-based decomposition method for solving a class of variational inequalities |
|---|---|
| Authors | |
| Keywords | Alternating direction method Logarithmic-quadratic proximal method System of nonlinear equations Variational inequality Complementarity problem |
| Issue Date | 2011 |
| Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/siopt.php |
| Citation | SIAM Journal on Optimization, 2011, v. 21, n. 4, p. 1309-1318 How to Cite? |
| Abstract | 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. |
| Persistent Identifier | http://hdl.handle.net/10722/250993 |
| ISSN | 2023 Impact Factor: 2.6 2023 SCImago Journal Rankings: 2.138 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Yuan, Xiaoming | - |
| dc.contributor.author | Li, Min | - |
| dc.date.accessioned | 2018-02-01T01:54:16Z | - |
| dc.date.available | 2018-02-01T01:54:16Z | - |
| dc.date.issued | 2011 | - |
| dc.identifier.citation | SIAM Journal on Optimization, 2011, v. 21, n. 4, p. 1309-1318 | - |
| dc.identifier.issn | 1052-6234 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/250993 | - |
| dc.description.abstract | 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. | - |
| dc.language | eng | - |
| dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/siopt.php | - |
| dc.relation.ispartof | SIAM Journal on Optimization | - |
| dc.subject | Alternating direction method | - |
| dc.subject | Logarithmic-quadratic proximal method | - |
| dc.subject | System of nonlinear equations | - |
| dc.subject | Variational inequality | - |
| dc.subject | Complementarity problem | - |
| dc.title | An LQP-based decomposition method for solving a class of variational inequalities | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1137/070703557 | - |
| dc.identifier.scopus | eid_2-s2.0-84862907847 | - |
| dc.identifier.volume | 21 | - |
| dc.identifier.issue | 4 | - |
| dc.identifier.spage | 1309 | - |
| dc.identifier.epage | 1318 | - |
| dc.identifier.isi | WOS:000298378500006 | - |
| dc.identifier.issnl | 1052-6234 | - |