Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming

DOI10.1007/BF01582258zbMath0725.90079OpenAlexW2126051190MaRDI QIDQ2277367

Paul Tseng

Publication date: 1990

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582258

zbMATH Keywords

linear complementaritymatrix splitting algorithmconvergence conditionmonotone affine variational inequalityasymmetric projection

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Linear-quadratic optimal control problems (49N10) Decomposition methods (49M27) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Distributed algorithms (68W15)

Related Items

Some recent advances in projection-type methods for variational inequalities, Mathematical programming for the sum of two convex functions with applications to lasso problem, split feasibility problems, and image deblurring problem, Some improved convergence results for variational inequality problems, Solving non-additive traffic assignment problems: a descent method for co-coercive variational inequalities, Approximations in proximal bundle methods and decomposition of convex programs, Decomposition Methods for Sparse Matrix Nearness Problems, On the convergence of projection methods: Application to the decomposition of affine variational inequalities, Existence of solutions and an algorithm for mixed variational-like inequalities in Banach spaces, General iterative algorithms for solving mixed quasi-variational-like inclusions, New classes of generalized monotonicity, Extended auxiliary problem principle to variational inequalities involving multi-valued operators, A proximal alternating linearization method for nonconvex optimization problems, A class of combined iterative methods for solving variational inequalities, Family of perturbation methods for variational inequalities, A unifying geometric solution framework and complexity analysis for variational inequalities, The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem, Generalized set-valued variational-like inclusions involving \(H(\cdot, \cdot)\)-\(\eta\)-cocoercive operator in Banach spaces, Fast alternating linearization methods for minimizing the sum of two convex functions, Some Goldstein's type methods for co-coercive variant variational inequalities, A proximal alternating linearization method for minimizing the sum of two convex functions, Inverse variational inequalities with projection-based solution methods, Existence and algorithm of solutions for generalized strongly nonlinear mixed variational-like inequalities in Banach spaces, Existence and algorithm of solutions for nonlinear mixed variational-like inequalities in Banach spaces., A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems, Augmented Lagrangian theory, duality and decomposition methods for variational inequality problems, A splitting algorithm for dual monotone inclusions involving cocoercive operators, \(H(\cdot ,\cdot)\)-cocoercive operator and an application for solving generalized variational inclusions, \(H((\cdot, \cdot),(\cdot, \cdot))\)-mixed cocoercive operators with an application for solving variational inclusions in Hilbert spaces, Algorithm for solving a new system of generalized variational inclusions in Hilbert spaces, Algorithm for solving a new system of generalized nonlinear quasi-variational-like inclusions in Hilbert spaces, Benders decomposition for a class of variational inequalities, Forward-partial inverse-forward splitting for solving monotone inclusions, Weak co-coercivity and its applications in several algorithms for solving variational inequalities, Global bounds for the distance to solutions of co-coercive variational inequalities, Existence of solutions for generalized nonlinear mixed variational-like inequalities in Banach spaces, Iterative algorithm for solving mixed quasi-variational-like inequalities with skew-symmetric terms in Banach spaces, Global bounds for cocoercive variational inequalities, Application of the alternating direction method of multipliers to separable convex programming problems, On the convergence of the dual-type iterative method for mixed variational inequalities, Existence and algorithm of solutions for mixed quasi-variational-like inclusions in Banach spaces, Solving variational inequality and fixed point problems by line searches and potential optimization, Monotone mixed variational inequalities, Solving monotone inclusions via compositions of nonexpansive averaged operators, Iterative schemes for solving mixed variational-like inequalities, The strong convergence of prediction-correction and relaxed hybrid steepest-descent method for variational inequalities, A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS^*, Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming, Generalized Monotone Mappings with Applications, Solution point characterizations and convergence analysis of a descent algorithm for nonsmooth continuous complementarity problems., An alternating direction method for solving a class of inverse semi-definite quadratic programming problems, A subgradient-type method for the equilibrium problem over the fixed point set and its applications, A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions, Iterative methods for solving variational inequalities of the theory of soft shells, Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates, Local convergence analysis of projection-type algorithms: unified approach, Convergence analysis and applications of the Glowinski-Le Tallec splitting method for finding a zero of the sum of two maximal monotone operators, Convergence of a splitting inertial proximal method for monotone operators, Long-step primal path-following algorithm for monotone variational inequality problems, On the convergence of the forward–backward splitting method with linesearches, A class of alternating linearization algorithms for nonsmooth convex optimization, Coupling the auxiliary problem principle and epiconvergence theory to solve general variational inequalities, Variable metric forward–backward splitting with applications to monotone inclusions in duality, Outer Approximation Method for Constrained Composite Fixed Point Problems Involving Lipschitz Pseudo Contractive Operators, Splitting methods for pseudomonotone mixed variational inequalities, Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping, Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions, On an iterative method for finding a zero to the sum of two maximal monotone operators, Generalized \(H(\cdot, \cdot, \cdot)\)-\(\eta\)-cocoercive operators and generalized set-valued variational-like inclusions, A splitting algorithm for coupled system of primal-dual monotone inclusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Monotone (nonlinear) operators in Hilbert space
• Ergodic convergence to a zero of the sum of monotone operators in Hilbert space
• Solution of symmetric linear complementarity problems by iterative methods
• A successive projection method
• Necessary and sufficient conditions for the convergence of iterative methods for the linear complementarity problem
• Further applications of a splitting algorithm to decomposition in variational inequalities and convex programming
• Methodes itératives pour les équations et inéquations aux dérivées partielles non linéaires de type monotone. (Iteration methods for nonlinear equations and inequations with partial derivatives of monotone type)
• On the monotonicity of the gradient of a convex function
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Asymmetric variational inequality problems over product sets: Applications and iterative methods
• A Parallel Algorithm for a Class of Convex Programs
• Piecewise-Linear Approximation Methods for Nonseparable Convex Optimization
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• On Convergence of the PIES Algorithm for Computing Equilibria
• Iterative methods for variational and complementarity problems
• An iterative solution of a variational inequality for certain monotone operators in Hilbert space
• Monotone Operators and the Proximal Point Algorithm
• Linear-Quadratic Programming and Optimal Control
• An iterative scheme for variational inequalities
• Convex programming in Hilbert space
• Convex Analysis
• On the Maximality of Sums of Nonlinear Monotone Operators