Proximal Parallel Alternating Direction Method for Monotone Structured Variational Inequalities
In this paper, we focus on the alternating direction method, which is one of the most effective methods for solving structured variational inequalities(VI). In fact, we propose a proximal parallel alternating direction method which only needs to solve two strongly monotone sub-VI problems at each iteration. Convergence of the new method is proved under mild assumptions. We also present some preliminary numerical results, which indicate that the new method is quite efficient.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1088228Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 981
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