Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
From MaRDI portal
Publication:1306392
DOI10.1016/S0167-6377(98)00044-3zbMath0963.49006MaRDI QIDQ1306392
Publication date: 1998
Published in: Operations Research Letters (Search for Journal in Brave)
Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
A modified augmented Lagrangian method for a class of monotone variational inequalities, A descent LQP alternating direction method for solving variational inequality problems with separable structure, A survey on some recent developments of alternating direction method of multipliers, Partial Error Bound Conditions and the Linear Convergence Rate of the Alternating Direction Method of Multipliers, Alternating direction method for generalized Sylvester matrix equation \(AXB + CYD = E\), Speckle noise removal in ultrasound images by first- and second-order total variation, On the \(O(1/t)\) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems, Unnamed Item, Inexact accelerated augmented Lagrangian methods, Principal component analysis based on nuclear norm minimization, Block-wise ADMM with a relaxation factor for multiple-block convex programming, Efficient iterative solution of finite element discretized nonsmooth minimization problems, A new decomposition method for variational inequalities with linear constraints, A separable surrogate function method for sparse and low-rank matrices decomposition, Nonnegative tensor factorizations using an alternating direction method, Proximal alternating direction-based contraction methods for separable linearly constrained convex optimization, Primal and dual alternating direction algorithms for \(\ell _{1}\)-\(\ell _{1}\)-norm minimization problems in compressive sensing, Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints, Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem, An inexact alternating direction method for solving a class of structured variational inequalities, A class of linearized proximal alternating direction methods, Proximal alternating directions method for structured variational inequalities, On Glowinski's open question on the alternating direction method of multipliers, On alternating direction method for solving variational inequality problems with separable structure, Benders decomposition for a class of variational inequalities, Deblurring Poisson noisy images by total variation with overlapping group sparsity, An efficient nonconvex regularization for wavelet frame and total variation based image restoration, An alternating direction method with increasing penalty for stable principal component pursuit, A new alternating direction method for linearly constrained nonconvex optimization problems, On the \(O(1/t)\) convergence rate of Ye-Yuan's modified alternating direction method of multipliers, A computation study on an integrated alternating direction method of multipliers for large scale optimization, Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization, A new self-adaptive alternating direction method for variational inequality problems with linear equality and inequality constraints, Image restoration using total variation with overlapping group sparsity, A simple and feasible method for a class of large-scale \(l^1\)-problems, On LQP alternating direction method for solving variational inequality problems with separable structure, Total variation with overlapping group sparsity for deblurring images under Cauchy noise, Parallel LQP alternating direction method for solving variational inequality problems with separable structure, Alternating direction method for covariance selection models, A descent method for structured monotone variational inequalities, Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator, Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers, Image inpainting using reproducing kernel Hilbert space and Heaviside functions, Generalized alternating direction method of multipliers: new theoretical insights and applications, Fast half-quadratic algorithm for image restoration and reconstruction, Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach, Decomposition of longitudinal deformations via Beltrami descriptors, Optimally linearizing the alternating direction method of multipliers for convex programming, Dantzig-Wolfe decomposition of variational inequalities, An ADMM-based location-allocation algorithm for nonconvex constrained multi-source Weber problem under gauge, A sequential updating scheme of the Lagrange multiplier for separable convex programming, A subgradient proximal method for solving a class of monotone multivalued variational inequality problems, On the optimal proximal parameter of an ADMM-like splitting method for separable convex programming, Iteration complexity on the generalized Peaceman–Rachford splitting method for separable convex programming, An alternating direction-based contraction method for linearly constrained separable convex programming problems, Generalized ADMM with optimal indefinite proximal term for linearly constrained convex optimization, Convergence study of indefinite proximal ADMM with a relaxation factor, An improved contraction method for structured monotone variational inequalities, Solving a class of asymmetric variational inequalities by a new alternating direction method, The \(\ell_{2,p}\) regularized total variation with overlapping group sparsity prior for image restoration with impulse noise, Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities, Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata, On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers, Alternating direction method for the high-order total variation-based Poisson noise removal problem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Benders decomposition for variational inequalities
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A nonsmooth Newton method for variational inequalities. I: Theory
- A nonsmooth Newton method for variational inequalities. II: Numerical results
- Solving a class of linear projection equations
- A new method for a class of linear variational inequalities
- A class of iterative methods for solving nonlinear projection equations
- Network economics: a variational inequality approach
- Newton's method for the nonlinear complementarity problem: a B- differentiable equation approach
- A class of projection and contraction methods for monotone variational inequalities
- A relaxed projection method for variational inequalities
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Iterative methods for variational and complementarity problems
- Spatial Market Policy Modeling with Goal Targets
- Transportation Network Policy Modeling with Goal Targets and Generalized Penalty Functions
- On the basic theorem of complementarity
