Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities
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Publication:1594875
DOI10.1023/A:1004603514434zbMath0997.49008OpenAlexW1562101002MaRDI QIDQ1594875
Shengli Wang, Hai Yang, Bing-sheng He
Publication date: 11 November 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004603514434
Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cites Work
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Application of the alternating direction method of multipliers to separable convex programming problems
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A variable-penalty alternating directions method for convex optimization
- Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
- Transportation Network Policy Modeling with Goal Targets and Generalized Penalty Functions
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