A proximal alternating direction method for weakly coupled variational inequalities

zbMATH Open1320.65104MaRDI QIDQ4908855FDOQ4908855

Authors: Lingling Xu, Deren Han 

Publication date: 7 March 2013

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppjo/vol9/p155.html

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zbMATH Keywords

alternating direction methodNash equilibriumproximal point methodweakly coupled variational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

Cited In (7)

• Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem
• Alternating proximal algorithms with asymptotically vanishing coupling. Application to domain decomposition for PDE's
• A proximal alternating direction method for multi-block coupled convex optimization
• Majorized iPADMM for Nonseparable Convex Minimization Models with Quadratic Coupling Terms
• Proximal alternating directions method for structured variational inequalities
• An alternating direction method for Nash equilibrium of two-person games with alternating offers
• The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities

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