An LQP-based descent method for structured monotone variational inequalities

Authors:
Min Li;Weijun Zhong
Affiliations:
-;-
Venue:
Journal of Computational and Applied Mathematics
Year:
2011

Citing 4
Cited 0

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A Logarithmic-Quadratic Proximal Prediction-Correction Method for Structured Monotone Variational Inequalities

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Abstract

This paper proposes a descent method to solve a class of structured monotone variational inequalities. The descent directions are constructed from the iterates generated by a prediction-correction method [B.S. He, Y. Xu, X.M. Yuan, A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities, Comput. Optim. Appl. 35 (2006) 19-46], which is based on the logarithmic-quadratic proximal method. In addition, the optimal step-sizes along these descent directions are identified to accelerate the convergence of the new method. Finally, some numerical results for solving traffic equilibrium problems are reported.