An LQP-based descent method for structured monotone variational inequalities

DOI10.1016/J.CAM.2010.08.039zbMATH Open1206.65174OpenAlexW2025359291MaRDI QIDQ609244FDOQ609244

Authors 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

numerical resultsglobal convergencedescent methodimplementationlogarithmic-quadratic proximal methodprediction-correction methodcurrent iterateoptimal step-sizesprediction stepstructured variational inequalitytraffic equilibrium problem convergence acceleration

Mathematics Subject Classification ID

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

Recommendations

• New descent LQP alternating direction methods for solving a class of structured variational inequalities
• A descent LQP alternating direction method for solving variational inequality problems with separable structure
• A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities
• A hybrid LQP-based method for structured variational inequalities
• A descent method for structured monotone variational inequalities

Cites work

• A logarithmic-quadratic proximal method for variational inequalities
• 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
• 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
• The prediction-correction approach to nonlinear complementarity problems

Cited in

(8)

• Forward-backward-based descent methods for composite variational inequalities
• New descent LQP alternating direction methods for solving a class of structured variational inequalities
• An LQP method for pseudomonotone variational inequalities
• A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities
• On the convergence of descent methods for monotone variational inequalities
• An LQP-based two-step method for structured variational inequalities
• A hybrid LQP-based method for structured variational inequalities
• On the \(O(1/t)\) convergence rate of the LQP prediction-correction method

This page was built for publication: An LQP-based descent method for structured monotone variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q609244)