A descent method for structured monotone variational inequalities

Authors:
Cai-Hong Ye;Xiao-Ming Yuan
Affiliations:
School of Management Science, Huazhong University of Science and Technology, China;Department of Management Science and Engineering, Antai School of Management, Shanghai Jiao Tong University, Shanghai, China
Venue:
Optimization Methods & Software
Year:
2007

Citing 6
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Abstract

This article presents a descent method for solving monotone variational inequalities with separate structures. The descent direction is derived from the well-known alternating directions method. The optimal step size along the descent direction also improves the efficiency of the new method. Some numerical results demonstrate that the new method is effective in practice.