On the O(1 / t) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems

Abdellah Bnouhachem; Abdul Latif; Qamrul Hasan Ansari

doi:10.1186/s13660-016-1226-6

On the O(1 / t) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems

Abdellah Bnouhachem^*, Abdul Latif, Qamrul Hasan Ansari

^*Corresponding author for this work

King Fahd University of Petroleum & Minerals

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

3 Scopus citations

Abstract

In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O(1 / t) convergence rate for this method is studied. We also present some numerical examples to illustrate the efficiency of the proposed method. The results presented in this paper extend and improve some well-known results in the literature.

Original language	English
Article number	297
Journal	Journal of Inequalities and Applications
Volume	2016
Issue number	1
DOIs	https://doi.org/10.1186/s13660-016-1226-6
State	Published - 1 Dec 2016

Bibliographical note

Publisher Copyright:
© 2016, Bnouhachem et al.

Keywords

alternating direction method
convergence rate
logarithmic-quadratic proximal method
projection method
structured variational inequalities

ASJC Scopus subject areas

Analysis
Discrete Mathematics and Combinatorics
Applied Mathematics

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10.1186/s13660-016-1226-6

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title = "On the O(1 / t) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems",

abstract = "In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O(1 / t) convergence rate for this method is studied. We also present some numerical examples to illustrate the efficiency of the proposed method. The results presented in this paper extend and improve some well-known results in the literature.",

keywords = "alternating direction method, convergence rate, logarithmic-quadratic proximal method, projection method, structured variational inequalities",

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

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AU - Bnouhachem, Abdellah

AU - Latif, Abdul

AU - Ansari, Qamrul Hasan

PY - 2016/12/1

Y1 - 2016/12/1

N2 - In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O(1 / t) convergence rate for this method is studied. We also present some numerical examples to illustrate the efficiency of the proposed method. The results presented in this paper extend and improve some well-known results in the literature.

AB - In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O(1 / t) convergence rate for this method is studied. We also present some numerical examples to illustrate the efficiency of the proposed method. The results presented in this paper extend and improve some well-known results in the literature.

KW - alternating direction method

KW - convergence rate

KW - logarithmic-quadratic proximal method

KW - projection method

KW - structured variational inequalities

UR - https://www.scopus.com/pages/publications/84996602452

U2 - 10.1186/s13660-016-1226-6

DO - 10.1186/s13660-016-1226-6

M3 - Article

AN - SCOPUS:84996602452

SN - 1025-5834

VL - 2016

JO - Journal of Inequalities and Applications

JF - Journal of Inequalities and Applications

IS - 1

M1 - 297

ER -

On the O(1 / t) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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