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

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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)

Cites Work

• 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
• On Preconditioning of Incompressible Non-Newtonian Flow Problems
• A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities
• Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems
• The prediction-correction approach to nonlinear complementarity problems

Cited In (5)

• On the \(O(1/t)\) convergence rate of the LQP prediction-correction method
• A hybrid LQP-based method for structured 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 method for pseudomonotone variational inequalities

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