An LQP-based descent method for structured monotone variational inequalities

DOI10.1016/J.CAM.2010.08.039zbMath1206.65174OpenAlexW2025359291MaRDI QIDQ609244

Min Li, Weijun Zhong

Publication date: 30 November 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.08.039

zbMATH Keywords

global convergencenumerical resultsdescent methodimplementationprediction-correction methodlogarithmic-quadratic proximal methodcurrent iterateoptimal step-sizesprediction stepstructured variational inequalitytraffic equilibrium problem convergence acceleration

Mathematics Subject Classification ID

Nonlinear programming (90C30) Variational inequalities (49J40) Numerical methods based on nonlinear programming (49M37) Traffic problems in operations research (90B20) Numerical methods for variational inequalities and related problems (65K15)

Related Items (1)

On the \(O(1/t)\) convergence rate of the LQP prediction-correction method

Cites Work

• The prediction-correction approach to nonlinear complementarity problems
• A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities
• Application of the alternating direction method of multipliers to separable convex programming problems
• A logarithmic-quadratic proximal method for variational inequalities
• Engineering and Economic Applications of Complementarity Problems
• Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
• On Preconditioning of Incompressible Non-Newtonian Flow Problems

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