Improved Proximal-Based Decomposition Method for Structured Monotone Variational Inequalities
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摘要: 邻近类分解方法首先是由Chen和Teboulle(Math. Programming,1994,64(1):81-101)提出用来求解凸的极小化问题.在此基础上,该文提出一种新方法求解具有分离结构的单调变分不等式.其主要优点在于放松了算法中对某些参数的限制,使得新方法更加便于计算.在和原分解方法相同的假设下,可以证明新方法是全局收敛的.Abstract: The proximal-based decomposition method was originally proposed by Chen and Teboulle (Math. Programming, 1994, 64(1):81-101) for solving convex minimization problems. This paper extended to solve monotone variational inequalities associated with separable structures with the improvements that the restrictive assumptions on the involved parameters are much relaxed, and thus makes it practical to solve the involved subproblems easily. Without additional assumptions, global convergence of the new method is proved under the same mild assumptions on the problem's data as the original method.
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Key words:
- decomposition /
- inexact criterion /
- proximal /
- structured variational inequality
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