|Table of Contents|

A Simple Alternating Direction Method for Linear Variational Inequality Problems(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2007年03期
Page:
21-25
Research Field:
数学
Publishing date:

Info

Title:
A Simple Alternating Direction Method for Linear Variational Inequality Problems
Author(s):
Pu Zhiqin
School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097,China
Keywords:
altern at ing d irect ion m ethod;  linear var iational inequal ity p rob lem;  global convergence
PACS:
O178
DOI:
-
Abstract:
The alternat ing d irectionm ethods for so lving variational in equality problem s n eeds to solve several subprob lem s, wh ich are also variational inequ alities. Thu s, the ef ficiency of th is type ofm ethod s is in fluenced by the m ethod s for solving the subprob lem s. In th is paper, w e p ropose a sim ple alternating d irection m ethod. It need s on ly to perform som e m atrix- vector p roduct ions and project ion on to a sim p le set. Under m ild assum p tion, w e show the global conver gence of the m ethod. Som e prelim inary com putational resu lts are reported, show ing th e efficiency of the proposedm eth od.

References:

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Last Update: 2013-05-05