File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1016/j.ejor.2007.02.042
- Scopus: eid_2-s2.0-35348953670
- WOS: WOS:000251231100004
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: An APPA-based descent method with optimal step-sizes for monotone variational inequalities
Title | An APPA-based descent method with optimal step-sizes for monotone variational inequalities |
---|---|
Authors | |
Keywords | Optimal step-size Proximal point algorithm Variational inequalities Descent method |
Issue Date | 2008 |
Citation | European Journal of Operational Research, 2008, v. 186, n. 2, p. 486-495 How to Cite? |
Abstract | To solve monotone variational inequalities, some existing APPA-based descent methods utilize the iterates generated by the well-known approximate proximal point algorithms (APPA) to construct descent directions. This paper aims at improving these APPA-based descent methods by incorporating optimal step-sizes in both the extra-gradient steps and the descent steps. Global convergence is proved under mild assumptions. The superiority to existing methods is verified both theoretically and computationally. © 2007 Elsevier B.V. All rights reserved. |
Persistent Identifier | http://hdl.handle.net/10722/250856 |
ISSN | 2023 Impact Factor: 6.0 2023 SCImago Journal Rankings: 2.321 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Li, Min | - |
dc.contributor.author | Yuan, Xiao Ming | - |
dc.date.accessioned | 2018-02-01T01:53:54Z | - |
dc.date.available | 2018-02-01T01:53:54Z | - |
dc.date.issued | 2008 | - |
dc.identifier.citation | European Journal of Operational Research, 2008, v. 186, n. 2, p. 486-495 | - |
dc.identifier.issn | 0377-2217 | - |
dc.identifier.uri | http://hdl.handle.net/10722/250856 | - |
dc.description.abstract | To solve monotone variational inequalities, some existing APPA-based descent methods utilize the iterates generated by the well-known approximate proximal point algorithms (APPA) to construct descent directions. This paper aims at improving these APPA-based descent methods by incorporating optimal step-sizes in both the extra-gradient steps and the descent steps. Global convergence is proved under mild assumptions. The superiority to existing methods is verified both theoretically and computationally. © 2007 Elsevier B.V. All rights reserved. | - |
dc.language | eng | - |
dc.relation.ispartof | European Journal of Operational Research | - |
dc.subject | Optimal step-size | - |
dc.subject | Proximal point algorithm | - |
dc.subject | Variational inequalities | - |
dc.subject | Descent method | - |
dc.title | An APPA-based descent method with optimal step-sizes for monotone variational inequalities | - |
dc.type | Article | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1016/j.ejor.2007.02.042 | - |
dc.identifier.scopus | eid_2-s2.0-35348953670 | - |
dc.identifier.volume | 186 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 486 | - |
dc.identifier.epage | 495 | - |
dc.identifier.isi | WOS:000251231100004 | - |
dc.identifier.issnl | 0377-2217 | - |