Title
A simple self-adaptive alternating direction method for linear variational inequality problems
Abstract
In this study, we propose a new alternating direction method for solving linear variational variational inequality problems (LVIP). It is simple in the sense that, at each iteration, it needs only to perform a projection onto a simple set and some matrix-vector multiplications. The simplicity of the solution method makes it attractive for solving large-scale problems. To further improve its efficiency, we devise a self-adaptive strategy for choosing the necessary parameters of the solution procedure. We prove the global convergence of this new method under some mild conditions. Finally, some computational results are reported to demonstrate the properties and efficiency of the method.
Year
DOI
Venue
2007
10.1016/j.camwa.2006.10.025
Computers & Mathematics with Applications
Keywords
Field
DocType
linear variational variational inequality,alternating direction methods,global convergence,direction method,simple self-adaptive,linear variational inequality problem,matrix-vector multiplication,simple set,computational result,large-scale problem,solution method,solution procedure,linear variational inequality problems,new method,self-adaptive strategies,direct method
Convergence (routing),Mathematical optimization,Mathematical analysis,Simple set,Self adaptive,Mathematics,Variational inequality
Journal
Volume
Issue
ISSN
53
10
Computers and Mathematics with Applications
Citations 
PageRank 
References 
2
0.50
5
Authors
3
Name
Order
Citations
PageRank
Deren Han138933.90
Hong K. Lo214721.45
ZhiWei Wang35914.96