New alternating direction method for a class of nonlinear variational inequality problems

被引：28

作者：

Han, DR ^{[1
]}

Lo, HK

机构：

[1] Nanjing Univ, Dept Math, Nanjing 210008, Peoples R China

[2] Hong Kong Univ Sci & Technol, Dept Civil Engn, Clear Water Bay, Hong Kong, Peoples R China

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2002年 / 112卷 / 03期

基金：

中国国家自然科学基金;

关键词：

cocoercive variational inequalities; alternating direction methods; traffic assignments; spatial price equilibria;

D O I：

10.1023/A:1017964015910

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：

The alternating direction method is an attractive method for a class of variational inequality problems if the subproblems can be solved efficiently. However, solving the subproblems exactly is expensive even when the subproblem is strongly monotone or linear. To overcome this disadvantage, this paper develops a new alternating direction method for cocoercive nonlinear variational inequality problems. To illustrate the performance of this approach, we implement it for traffic assignment problems with fixed demand and for large-scale spatial price equilibrium problems.

引用

页码：549 / 560

页数：12

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