Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4629168 | Applied Mathematics and Computation | 2013 | 10 Pages |
Abstract
The alternating direction method is mainly adopted to solve large-scale variational inequality problems with separable structure. The method is effective because it solves the original high-dimensional variational inequality problem by solving a series of much easier low-dimensional subproblems. In this paper, we present an inexact alternating directions method. Compared with the quadratic proximal alternating direction methods, the proposed method solves a series of related systems of nonlinear equations instead of a series of sub-VIs. The inexact criteria are more relaxed than the ones used by He et al. [7]. The generated sequence is Fejér monotone with respect to the solution set and the convergence is proved under suitable conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Abdellah Bnouhachem, Hafida Benazza, Mohamed Khalfaoui,