Decomposition method with a variable parameter for a class of monotone variational inequality problems (Q5949892)

A modified decomposition method for solving a class of monotone variational inequalities is presented. The original decomposition method was introduced by \textit{B. S. He, L. Z. Liao}, and \textit{H. Yang} [``Decomposition method for a class of variational inequality problems'', J. Optimization Theory Appl. 103, No. 3, 603-622 (1999; Zbl 0953.65049)]. Many applications have shown that the value of the penalty parameter can lead to a significant increase or decrease of the computing time. The common difficulty is how to select a proper initial parameter. The main contribution of the authors is to allow the penalty parameter to vary automatically according to some self-adaptive rules. The convergence of the new modified method is established and numerical tests are reported.