A proximal point algorithm with asymmetric linear term

被引：0
作者：
Xingju Cai
机构：
[1] Nanjing Normal University,School of Mathematical Sciences, Key Laboratory for NSLSCS of Jiangsu Province
来源：
Optimization Letters | 2019年 / 13卷
关键词：
Proximal point algorithm; Asymmetric proximal term; Linear convergence; Inexact APPA;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we propose an asymmetric proximal point algorithm for solving variational inequality problems. The algorithm is “asymmetric” in the sense that the matrix in the linear proximal term is not necessary to be a symmetric matrix, which makes the method more flexible, especially in dealing with problems with separable structures. Under some suitable conditions, we prove the global linear convergence of the algorithm. To make the method more practical, we allow the subproblem to be solved in an approximate manner and a flexible inaccuracy criterion with constant parameter is adopted. Finally, we report some preliminary numerical results.
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页码：777 / 793
页数：16
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