An extended alternating direction method for variational inequality problems with linear equality and inequality constraints

DOI10.1016/J.AMC.2006.05.205MaRDI QIDQ879552zbMATH OpenOpenAlexFDO

Authors Zhong Zhou, Anthony Chen, Deren Han

Publication date 14 May 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.205

zbMATH Keywords

Global convergenceInequality constraintsVariational inequality problem

Mathematics Subject Classification ID

Variational inequalities (49J40) Numerical optimization and variational techniques (65K10)

Review text

The authors propose an extended alternating direction method to solve a more general nonlinear monotone variational inequality problem with both linear equality and inequality constraints. The advantage of the proposed method is that it needs one additional projection to a simple set to handle the inequality constraints directly. The authors also present results on the convergence, efficiency and robustness of the proposed method. The results are presented in a very lively, precise manner. The paper is rewarding reading for researchers.

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Cites work

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Cited in

(6)

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• Two new self-adaptive descent methods without line search for co-coercive structured variational inequality problems
• A new alternating direction method for co-coercive variational inequality problems with linear equality and inequality constraints
• Convergence of alternating directions like methods for linearly constrained structured variational inequalities
• A simple alternating direction method for linear variational inequality problems
• scientific article; zbMATH DE number 1399482 (Why is no real title available?)

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