Improved Proximal-Based Decomposition Method for Structured Monotone Variational Inequalities

LI Min; YUAN Xiao-ming

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Article Navigation > Applied Mathematics and Mechanics > 2007 > 28(12): 1483-1492

LI Min, YUAN Xiao-ming. Improved Proximal-Based Decomposition Method for Structured Monotone Variational Inequalities[J]. Applied Mathematics and Mechanics, 2007, 28(12): 1483-1492.

Citation:

LI Min, YUAN Xiao-ming. Improved Proximal-Based Decomposition Method for Structured Monotone Variational Inequalities[J]. Applied Mathematics and Mechanics, 2007, 28(12): 1483-1492.

Citation:

LI Min, YUAN Xiao-ming. Improved Proximal-Based Decomposition Method for Structured Monotone Variational Inequalities[J]. Applied Mathematics and Mechanics, 2007, 28(12): 1483-1492.

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Improved Proximal-Based Decomposition Method for Structured Monotone Variational Inequalities

LI Min¹,
YUAN Xiao-ming²

1.
Department of Management Science and Engineering, School of Economics and Management, Southeast University, Nanjing 210096, P. R. China;

Received Date: 2006-05-22
Rev Recd Date: 2007-09-14
Publish Date: 2007-12-15

Abstract

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.
- decomposition,
- inexact criterion,
- proximal,
- structured variational inequality

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References(18)

References

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