A new stepsize rule in He and Zhou's alternating direction method

被引:10
作者
Han, DR [1 ]
Lo, HK
机构
[1] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China
[2] Hong Kong Univ Sci & Technol, Dept Civil Engn, Hong Kong, Hong Kong, Peoples R China
关键词
alternating direction method; linear variational inequality problem; quadratic programming;
D O I
10.1016/S0893-9659(01)00115-X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a new stepsize rule in He and Zhou's alternating direction method. Under this new stepsize strategy, we extend their method for solving convex quadratic minimization problems to also monotone linear variational inequality problems. (C) 2002 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:181 / 185
页数:5
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