Abstract
The alternating direction method (ADM) is an influential decomposition method for solving a class of variational inequalities with block-separable structures. In the literature, the subproblems of the ADM are usually regularized by quadratic proximal terms to ensure a more stable and attractive numerical performance. In this paper, we propose to apply the logarithmic-quadratic proximal (LQP) terms to regularize the ADM subproblems, and thus develop an LQP-based decomposition method for solving a class of variational inequalities. Global convergence of the new method is proved under standard assumptions.
Original language | English |
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Pages (from-to) | 1309-1318 |
Number of pages | 10 |
Journal | SIAM Journal on Optimization |
Volume | 21 |
Issue number | 4 |
DOIs | |
Publication status | Published - 22 Nov 2011 |
Scopus Subject Areas
- Software
- Theoretical Computer Science
User-Defined Keywords
- Alternating direction method
- Complementarity problem
- Logarithmic-quadratic proximal method
- System of nonlinear equations
- Variational inequality