Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
477681 | European Journal of Operational Research | 2008 | 10 Pages |
Abstract
To solve monotone variational inequalities, some existing APPA-based descent methods utilize the iterates generated by the well-known approximate proximal point algorithms (APPA) to construct descent directions. This paper aims at improving these APPA-based descent methods by incorporating optimal step-sizes in both the extra-gradient steps and the descent steps. Global convergence is proved under mild assumptions. The superiority to existing methods is verified both theoretically and computationally.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Min Li, Xiao-Ming Yuan,