A descent LQP alternating direction method for solving variational inequality problems with separable structure

Abdellah Bnouhachem; Qamrul Hasan Ansari

doi:10.1016/j.amc.2014.08.054

A descent LQP alternating direction method for solving variational inequality problems with separable structure

Abdellah Bnouhachem, Qamrul Hasan Ansari^*

^*Corresponding author for this work

King Fahd University of Petroleum & Minerals

Research output: Contribution to journal › Article › peer-review

12 Scopus citations

Abstract

Based on the logarithmic-quadratic proximal method, a descent alternating direction method is introduced for structured variational inequalities in the paper. The proposal method generates the new iteration by searching the optimal step size along the integrated descent direction from two descent directions. Global convergence of the proposal method is proved under certain assumptions. To illustrate the proposal method and demonstrate its efficiency, some applications and their numerical results are also provided.

Original language	English
Pages (from-to)	519-532
Number of pages	14
Journal	Applied Mathematics and Computation
Volume	246
DOIs	https://doi.org/10.1016/j.amc.2014.08.054
State	Published - 1 Nov 2014

Bibliographical note

Publisher Copyright:
© 2014 Elsevier Inc. All rights reserved.

Keywords

Alternating direction method
Logarithmic-quadratic proximal method
Monotone operator
Projection method
Variational inequalities

ASJC Scopus subject areas

Computational Mathematics
Applied Mathematics

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10.1016/j.amc.2014.08.054

Cite this

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title = "A descent LQP alternating direction method for solving variational inequality problems with separable structure",

abstract = "Based on the logarithmic-quadratic proximal method, a descent alternating direction method is introduced for structured variational inequalities in the paper. The proposal method generates the new iteration by searching the optimal step size along the integrated descent direction from two descent directions. Global convergence of the proposal method is proved under certain assumptions. To illustrate the proposal method and demonstrate its efficiency, some applications and their numerical results are also provided.",

keywords = "Alternating direction method, Logarithmic-quadratic proximal method, Monotone operator, Projection method, Variational inequalities",

author = "Abdellah Bnouhachem and Ansari, \{Qamrul Hasan\}",

year = "2014",

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doi = "10.1016/j.amc.2014.08.054",

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journal = "Applied Mathematics and Computation",

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T1 - A descent LQP alternating direction method for solving variational inequality problems with separable structure

AU - Bnouhachem, Abdellah

AU - Ansari, Qamrul Hasan

PY - 2014/11/1

Y1 - 2014/11/1

N2 - Based on the logarithmic-quadratic proximal method, a descent alternating direction method is introduced for structured variational inequalities in the paper. The proposal method generates the new iteration by searching the optimal step size along the integrated descent direction from two descent directions. Global convergence of the proposal method is proved under certain assumptions. To illustrate the proposal method and demonstrate its efficiency, some applications and their numerical results are also provided.

AB - Based on the logarithmic-quadratic proximal method, a descent alternating direction method is introduced for structured variational inequalities in the paper. The proposal method generates the new iteration by searching the optimal step size along the integrated descent direction from two descent directions. Global convergence of the proposal method is proved under certain assumptions. To illustrate the proposal method and demonstrate its efficiency, some applications and their numerical results are also provided.

KW - Alternating direction method

KW - Logarithmic-quadratic proximal method

KW - Monotone operator

KW - Projection method

KW - Variational inequalities

UR - https://www.scopus.com/pages/publications/84907222754

U2 - 10.1016/j.amc.2014.08.054

DO - 10.1016/j.amc.2014.08.054

M3 - Article

AN - SCOPUS:84907222754

SN - 0096-3003

VL - 246

SP - 519

EP - 532

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

ER -

A descent LQP alternating direction method for solving variational inequality problems with separable structure

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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Cite this