Inexact Alternating Direction Method for Variational Inequality Problems with Linear Equality Constraints
In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point ˜xk, and then the multiplier yk is updated to get the new iterate yk+1. In order to get xk+1, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1088300Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1141
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