Abstract
We consider the monotone composite variational inequality (CVI) where the underlying mapping is formed as the sum of two monotone mappings. We combine the forward-backward and descent direction ideas together, and thus present the unified algorithmic framework of forward-backward-based descent methods for solving the CVI. A new iterate of such a method is generated by a prediction-correction fashion, where the predictor is yielded by the forward-backward method and then the predictor is corrected by a descent step. We derive some implementable forward-backward-based descent algorithms for some concrete cases of the CVI, and verify their numerical efficiency via preliminary numerical experiments.
Original language | English |
---|---|
Pages (from-to) | 706-724 |
Number of pages | 19 |
Journal | Optimization Methods and Software |
Volume | 28 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Aug 2013 |
Scopus Subject Areas
- Software
- Control and Optimization
- Applied Mathematics
User-Defined Keywords
- composite mapping
- contraction
- descent direction
- forward-backward method
- variational inequality