Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities

被引：104

作者：

He, BS

Yang, H

机构：

[1] Hong Kong Univ Sci & Technol, Dept Civil Engn, Hong Kong, Peoples R China

[2] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China

来源：

OPERATIONS RESEARCH LETTERS | 1998年 / 23卷 / 3-5期

基金：

中国国家自然科学基金;

关键词：

monotone variational inequality; decomposition; method of multipliers; convergence properties;

D O I：

10.1016/S0167-6377(98)00044-3

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：

Variational inequalities have important applications in mathematical programming. The alternative direction methods are suitable and often used in the literature in solving large-scale, linearly constrained variational inequalities arising in transportation research. In this paper, we present a few inequalities associated with the alternative direction method of multipliers given by Gabay and Mercier. The inequalities are helpful in understanding the algorithm. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：151 / 161

页数：11

共 23 条

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Eaves B., 1971, Math. Program, V1, P68, DOI [10.1007/BF01584073, DOI 10.1007/BF01584073]

[2]

Fortin M., 1983, AUGMENTED LAGRANGIAN

[3] A RELAXED PROJECTION METHOD FOR VARIATIONAL-INEQUALITIES [J].