Decomposition method with a variable parameter for a class of monotone variational inequality problems

S. L. Wang; L. Z. Liao

doi:10.1023/A:1017522623963

Decomposition method with a variable parameter for a class of monotone variational inequality problems

S. L. Wang^*, L. Z. Liao

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

80 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	415-429
Number of pages	15
Journal	Journal of Optimization Theory and Applications
Volume	109
Issue number	2
DOIs	https://doi.org/10.1023/A:1017522623963
Publication status	Published - May 2001

Scopus Subject Areas

Control and Optimization
Management Science and Operations Research
Applied Mathematics

User-Defined Keywords

Decomposition methods
Monotone variational inequalities
Self-adaptive rules

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10.1023/A:1017522623963

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title = "Decomposition method with a variable parameter for a class of monotone variational inequality problems",

abstract = "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.",

keywords = "Decomposition methods, Monotone variational inequalities, Self-adaptive rules",

author = "Wang, {S. L.} and Liao, {L. Z.}",

note = "Funding Information: 1The first author was supported by NSFC Grant 19971040 and NSF Jiangsu Grant BK99041. 2PhD Student, Department of Mathematics, Nanjing University, Nanjing, PRC. 3Assistant Professor, Department of Mathematics, Hong Kong Baptist University, Kowloon, Hong Kong, PRC.",

year = "2001",

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T1 - Decomposition method with a variable parameter for a class of monotone variational inequality problems

AU - Wang, S. L.

AU - Liao, L. Z.

N1 - Funding Information: 1The first author was supported by NSFC Grant 19971040 and NSF Jiangsu Grant BK99041. 2PhD Student, Department of Mathematics, Nanjing University, Nanjing, PRC. 3Assistant Professor, Department of Mathematics, Hong Kong Baptist University, Kowloon, Hong Kong, PRC.

PY - 2001/5

Y1 - 2001/5

N2 - 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.

AB - 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.

KW - Decomposition methods

KW - Monotone variational inequalities

KW - Self-adaptive rules

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DO - 10.1023/A:1017522623963

M3 - Journal article

AN - SCOPUS:0035343644

SN - 0022-3239

VL - 109

SP - 415

EP - 429

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 2

ER -

Decomposition method with a variable parameter for a class of monotone variational inequality problems

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