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Article: A Logarithmic-Quadratic proximal prediction-correction method for structured monotone variational inequalities

TitleA Logarithmic-Quadratic proximal prediction-correction method for structured monotone variational inequalities
Authors
KeywordsVariational inequality
Prediction-correction
Logarithmic-Quadratic Proximal method
Issue Date2006
Citation
Computational Optimization and Applications, 2006, v. 35, n. 1, p. 19-46 How to Cite?
AbstractInspired by the Logarithmic-Quadratic Proximal (LQP) method for variational inequalities, we present a prediction-correction method for structured monotone variational inequalities. Each iteration of the new method consists of a prediction and a correction. Both the predictor and the corrector are obtained easily with tiny computational load. In particular, the LQP system that appears in the prediction is approximately solved under significantly relaxed inexactness restriction. Global convergence of the new method is proved under mild assumptions. In addition, we present a self-adaptive version of the new method that leads to easier implementations. Preliminary numerical experiments for traffic equilibrium problems indicate that the new method is effectively applicable in practice. © 2006 Springer Science + Business Media, LLC.
Persistent Identifierhttp://hdl.handle.net/10722/250913
ISSN
2020 Impact Factor: 2.167
2020 SCImago Journal Rankings: 1.028
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorHe, Bing Sheng-
dc.contributor.authorXu, Ya-
dc.contributor.authorYuan, Xiao Ming-
dc.date.accessioned2018-02-01T01:54:04Z-
dc.date.available2018-02-01T01:54:04Z-
dc.date.issued2006-
dc.identifier.citationComputational Optimization and Applications, 2006, v. 35, n. 1, p. 19-46-
dc.identifier.issn0926-6003-
dc.identifier.urihttp://hdl.handle.net/10722/250913-
dc.description.abstractInspired by the Logarithmic-Quadratic Proximal (LQP) method for variational inequalities, we present a prediction-correction method for structured monotone variational inequalities. Each iteration of the new method consists of a prediction and a correction. Both the predictor and the corrector are obtained easily with tiny computational load. In particular, the LQP system that appears in the prediction is approximately solved under significantly relaxed inexactness restriction. Global convergence of the new method is proved under mild assumptions. In addition, we present a self-adaptive version of the new method that leads to easier implementations. Preliminary numerical experiments for traffic equilibrium problems indicate that the new method is effectively applicable in practice. © 2006 Springer Science + Business Media, LLC.-
dc.languageeng-
dc.relation.ispartofComputational Optimization and Applications-
dc.subjectVariational inequality-
dc.subjectPrediction-correction-
dc.subjectLogarithmic-Quadratic Proximal method-
dc.titleA Logarithmic-Quadratic proximal prediction-correction method for structured monotone variational inequalities-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s10589-006-6442-4-
dc.identifier.scopuseid_2-s2.0-33748319447-
dc.identifier.volume35-
dc.identifier.issue1-
dc.identifier.spage19-
dc.identifier.epage46-
dc.identifier.eissn1573-2894-
dc.identifier.isiWOS:000240256500002-
dc.identifier.issnl0926-6003-

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