Proximal alternating directions method for structured variational inequalities

被引：35

作者：

Xu, M. H. ^{[1
]}

机构：

[1] Jiangsu Polytech Univ, Dept Informat Sci, Changzhou, Jiangsu, Peoples R China

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

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2007年 / 134卷 / 01期

基金：

中国国家自然科学基金;

关键词：

structured variational inequalities; proximal point algorithm; alternating directions method;

D O I：

10.1007/s10957-007-9192-2

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：

In the alternating directions method, the relaxation factor gamma is an element of (0, root 5+1/2) by Glowinski is useful in practical computations for structured variational inequalities. This paper points out that the same restriction region of the relaxation factor is also valid in the proximal alternating directions method.

引用

页码：107 / 117

页数：11

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