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- Publisher Website: 10.1007/s10589-009-9293-y
- Scopus: eid_2-s2.0-77958481086
- WOS: WOS:000290029500002
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Article: An improved proximal alternating direction method for monotone variational inequalities with separable structure
| Title | An improved proximal alternating direction method for monotone variational inequalities with separable structure |
|---|---|
| Authors | |
| Keywords | Alternating direction method Proximal point method Separable structure Variational inequalities Descent method |
| Issue Date | 2011 |
| Citation | Computational Optimization and Applications, 2011, v. 49, n. 1, p. 17-29 How to Cite? |
| Abstract | 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. |
| Persistent Identifier | http://hdl.handle.net/10722/250953 |
| ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 1.322 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Yuan, Xiaoming | - |
| dc.date.accessioned | 2018-02-01T01:54:10Z | - |
| dc.date.available | 2018-02-01T01:54:10Z | - |
| dc.date.issued | 2011 | - |
| dc.identifier.citation | Computational Optimization and Applications, 2011, v. 49, n. 1, p. 17-29 | - |
| dc.identifier.issn | 0926-6003 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/250953 | - |
| dc.description.abstract | 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. | - |
| dc.language | eng | - |
| dc.relation.ispartof | Computational Optimization and Applications | - |
| dc.subject | Alternating direction method | - |
| dc.subject | Proximal point method | - |
| dc.subject | Separable structure | - |
| dc.subject | Variational inequalities | - |
| dc.subject | Descent method | - |
| dc.title | An improved proximal alternating direction method for monotone variational inequalities with separable structure | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1007/s10589-009-9293-y | - |
| dc.identifier.scopus | eid_2-s2.0-77958481086 | - |
| dc.identifier.volume | 49 | - |
| dc.identifier.issue | 1 | - |
| dc.identifier.spage | 17 | - |
| dc.identifier.epage | 29 | - |
| dc.identifier.eissn | 1573-2894 | - |
| dc.identifier.isi | WOS:000290029500002 | - |
| dc.identifier.issnl | 0926-6003 | - |