An extended alternating direction method for variational inequality problems with linear equality and inequality constraints (Q879552)
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English | An extended alternating direction method for variational inequality problems with linear equality and inequality constraints |
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An extended alternating direction method for variational inequality problems with linear equality and inequality constraints (English)
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14 May 2007
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The authors propose an extended alternating direction method to solve a more general nonlinear monotone variational inequality problem with both linear equality and inequality constraints. The advantage of the proposed method is that it needs one additional projection to a simple set to handle the inequality constraints directly. The authors also present results on the convergence, efficiency and robustness of the proposed method. The results are presented in a very lively, precise manner. The paper is rewarding reading for researchers.
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Variational inequality problem
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Inequality constraints
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Global convergence
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