An inexact alternating direction method for structured variational inequalities (Q481766): Difference between revisions

The authors propose an inexact method for structured variational inequalities (VIs) based on the projection and contraction method. The first problem involving a VI was the Signorini contact problem posed by Signorini. After that Fichera coined the term VI for such a problem. The theory of (VIs) was initiated by Stampacchia, see [\textit{D. Kinderlehrer} and \textit{G. Stampacchia}, An introduction to variational inequalities and their applications. New York etc.: Academic Press (1980; Zbl 0457.35001)] for some detailed information. Through this paper, the authors consider linearly constrained VIs with a separable structure. The authors propose the inexact projection and contraction method for MVI \((\mathcal{W} , \mathcal{Q})\) and analyze its relationship with some existing methods. The convergence of the IPCM is established, and the condition under which the algorithm terminates is given. The authors apply the proposed method to traffic equilibrium problems with link capacity bounds. All codes were written in Matlab R2012b. Compared with the classical alternating direction method multipliers, the authors use the idea of prediction and correction to approximate the solution instead of solving the resulting subproblems exactly. The implementation is carried out by simple projection.