A new LQP alternating direction method for solving variational inequality problems with separable structure

被引：1

作者：

Bnouhachem, Abdellah ^{[1
,2
]}

Hamdi, Abdelouahed ^{[3
]}

Xu, M. H. ^{[4
]}

机构：

[1] Nanjing Univ, Sch Management Sci & Engn, Nanjing, Jiangsu, Peoples R China

[2] Ibn Zohr Univ, ENSA, Agadir, Morocco

[3] Qatar Univ, Dept Math Stat & Phys, Coll Arts & Sci, Doha, Qatar

[4] Changzhou Univ, Sch Math & Phys, Changzhou, Peoples R China

来源：

OPTIMIZATION | 2016年 / 65卷 / 12期

关键词：

Variational inequalities; monotone operator; logarithmic-quadratic proximal method; convergence rate; projection method; alternating direction method; DECOMPOSITION METHOD;

D O I：

10.1080/02331934.2016.1244534

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We presented a new logarithmic-quadratic proximal alternating direction scheme for the separable constrained convex programming problem. The predictor is obtained by solving series of related systems of non-linear equations in a parallel wise. The new iterate is obtained by searching the optimal step size along a new descent direction. The new direction is obtained by the linear combination of two descent directions. Global convergence of the proposed method is proved under certain assumptions. We show the O(1/t) convergence rate for the parallel LQP alternating direction method.

引用

页码：2251 / 2267

页数：17

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