Parallel and distributed computation: numerical methods
Parallel and distributed computation: numerical methods
A variable-penalty alternating directions method for convex optimization
Mathematical Programming: Series A and B
SIAM Journal on Optimization
Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
SIAM Journal on Optimization
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In this paper we study the variational inequality problems with a particular splitting structure, in which the mapping F does not have an explicit form and only its function values can be employed in the numerical methods for solving such problems. Studies and applications of such problems can be found in Fukushima (1992) [3], Glowinski (1984) [4], Glowinski (1989) [5] and Xu (2007) [15]. The paper He et al. (2006) [6] presents an efficient prediction-correction method for such problems. Based on the predictor method in the latter, this paper presents two classes of correction methods which are more convenient to be carried out than that in this reference. Numerical experiments show that the new method is effective.