A proximal decomposition algorithm for variational inequality problems.
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The author considers the standard variational inequality over polyhedral constraints and presents a new decomposition method to solve the problem. First, he establishes a new decomposition algorithm solving at each iteration a system of nonlinear equations. Further he concludes the global convergence of the algorithm. Numerical illustrations are presented by the end of the paper.
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Cited in
(25)- A hybrid entropic proximal decomposition method with self-adaptive strategy for solving variational inequality problems
- Progressive regularization of variational inequalities and decomposition algorithms
- New decomposition methods for solving variational inequality problems.
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- A projection-based prediction-correction method for structured monotone variational inequalities
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