An LQP-Based Decomposition Method for Solving a Class of Variational Inequalities

Authors:
Xiaoming Yuan;Min Li
Affiliations:
xmyuan@hkbu.edu.hk;limin@seu.edu.cn
Venue:
SIAM Journal on Optimization
Year:
2011

Citing 9
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Abstract

The alternating direction method (ADM) is an influential decomposition method for solving a class of variational inequalities with block-separable structures. In the literature, the subproblems of the ADM are usually regularized by quadratic proximal terms to ensure a more stable and attractive numerical performance. In this paper, we propose to apply the logarithmic-quadratic proximal (LQP) terms to regularize the ADM subproblems, and thus develop an LQP-based decomposition method for solving a class of variational inequalities. Global convergence of the new method is proved under standard assumptions.