A modified inexact operator splitting method for monotone variational inequalities

Authors:
Min Li;Abdellah Bnouhachem
Affiliations:
Department of Management Science and Engineering, School of Economics and Management, Southeast University, Nanjing, China 210096;School of Management Science and Engineering, Nanjing University, Nanjing, China 210093
Venue:
Journal of Global Optimization
Year:
2008

Citing 6
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Abstract

The Douglas---Peaceman---Rachford---Varga operator splitting methods (DPRV methods) are attractive methods for monotone variational inequalities. He et al. [Numer. Math. 94, 715---737 (2003)] proposed an inexact self-adaptive operator splitting method based on DPRV. This paper relaxes the inexactness restriction further. And numerical experiments indicate the improvement of this relaxation.