In this paper, we focus on a useful modification of the decomposition method by He et al. (Ref. 1). Experience on applications has shown that the number of iterations of the original method depends significantly on the penalty parameter. The main contribution of our method is that we allow the penalty parameter to vary automatically according to some self-adaptive rules. As our numerical simulations indicate, the modified method is more flexible and efficient in practice. A detailed convergence analysis of our method is also included.
Scopus Subject Areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
- Decomposition methods
- Monotone variational inequalities
- Self-adaptive rules