An improved proximal alternating direction method for monotone variational inequalities with separable structure

Xiaoming YUAN*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

13 Citations (Scopus)

Abstract

To solve a class of variational inequalities with separable structure, this paper presents a new method to improve the proximal alternating direction method (PADM) in the following senses: an iterate generated by the PADM is utilized to generate a descent direction; and an appropriate step size along this descent direction is identified. Hence, a descent-like method is developed. Convergence of the new method is proved under mild assumptions. Some numerical results demonstrate that the new method is efficient.

Original languageEnglish
Pages (from-to)17-29
Number of pages13
JournalComputational Optimization and Applications
Volume49
Issue number1
DOIs
Publication statusPublished - May 2011

Scopus Subject Areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Alternating direction method
  • Descent method
  • Proximal point method
  • Separable structure
  • Variational inequalities

Fingerprint

Dive into the research topics of 'An improved proximal alternating direction method for monotone variational inequalities with separable structure'. Together they form a unique fingerprint.

Cite this