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[期刊论文]

A partial inexact alternating direction method for structured variational inequalities

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author:

Peng, Z. (Peng, Z..) [1] | Zhu, W. (Zhu, W..) [2]

Indexed by:

Scopus

Abstract:

In this article, a new method is proposed for solving a class of structured variational inequalities (SVIs). The proposed method is referred to as the partial inexact proximal alternating direction (piPAD) method. In the method, two subproblems are solved independently. One is handled by an inexact proximal point method and the other is solved directly. This feature is the major difference between the proposed method and some existing alternating direction-like methods. The convergence of the piPAD method is proved. Two examples of the modern convex optimization problem arising from engineering and information sciences, which can be reformulated into the encountered SVIs, are presented to demonstrate the applicability of the piPAD method. Also, some preliminary numerical results are reported to validate the feasibility and efficiency of the piPAD method. © 2014 Copyright Taylor & Francis Group, LLC.

Keyword:

alternating direction method; inexact proximal point algorithm; separable convex optimization; structured variational inequalities

Community:

  • [ 1 ] [Peng, Z.]College of Mathematics and Computer Science, Fuzhou University, Fuzhou, 350108, China
  • [ 2 ] [Zhu, W.]Center for Discrete Mathematics and Theoretical Computer Science, Fuzhou University, Fuzhou, 350108, China

Reprint 's Address:

  • [Zhu, W.]Center for Discrete Mathematics and Theoretical Computer Science, Fuzhou University, Fuzhou, 350108, China

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Source :

Optimization

ISSN: 0233-1934

Year: 2014

Issue: 7

Volume: 63

Page: 1043-1055

0 . 9 3 6

JCR@2014

1 . 6 0 0

JCR@2023

ESI HC Threshold:86

JCR Journal Grade:2

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count:

30 Days PV: 0

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