The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities

DOI10.1016/J.MCM.2005.04.007MaRDI QIDQ815484zbMATH OpenOpenAlexFDO

Authors Xiaoming Yuan

Publication date 16 February 2006

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2005.04.007

zbMATH Keywords

alternating direction methodproximal point methodrelative errormonotone variational inequalitiesinexact criterion

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40)

Recommendations

• An improved proximal alternating direction method for monotone variational inequalities with separable structure
• An inexact alternating direction method for solving a class of structured variational inequalities
• An inexact alternating direction method for structured variational inequalities
• An inexact alternating direction method for solving a class of monotone variational inequalities
• A proximal alternating direction method for weakly coupled variational inequalities

Cites work

• scientific article; zbMATH DE number 3919744 (Why is no real title available?)
• scientific article; zbMATH DE number 3716008 (Why is no real title available?)
• scientific article; zbMATH DE number 51132 (Why is no real title available?)
• scientific article; zbMATH DE number 679861 (Why is no real title available?)
• A class of projection and contraction methods for monotone variational inequalities
• A globally convergent Newton method for solving strongly monotone variational inequalities
• A new accuracy criterion for approximate proximal point algorithms
• A new inexact alternating directions method for monotone variational inequalities
• A proximal-based deomposition method for compositions method for convex minimization problems
• A variable-penalty alternating directions method for convex optimization
• Application of the alternating direction method of multipliers to separable convex programming problems
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Engineering and Economic Applications of Complementarity Problems
• Modified Goldstein--Levitin--Polyak projection method for asymmetric strongly monotone variational inequalities
• Monotone Operators and the Proximal Point Algorithm
• Network economics: a variational inequality approach
• Numerical Solution of Problems in Incompressible Finite Elasticity by Augmented Lagrangian Methods. I. Two-Dimensional and Axisymmetric Problems
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• On the basic theorem of complementarity
• Projection methods for variational inequalities with application to the traffic assignment problem
• Transportation Network Policy Modeling with Goal Targets and Generalized Penalty Functions

Cited in

(6)

• A proximal ADMM with the Broyden family for convex optimization problems
• A proximal alternating direction method for weakly coupled variational inequalities
• Approximate ADMM algorithms derived from Lagrangian splitting
• An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
• Application of the alternating direction method of multipliers to control constrained parabolic optimal control problems and beyond
• Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator

This page was built for publication: The improvement with relative errors of He et al.'s inexact alternating direction method for monotone variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q815484)