Solving a class of asymmetric variationa
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Shengli Wang; Hai Yang; Bingsheng He
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Article
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2000
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Elsevier Science
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English
โ 549 KB
The augmented Lagrangian method (also referred to as an alternating direction method) solves a class of variational inequalities (VI) via solving a series of sub-VI problems. The method is effective whenever the subproblems can be solved efficiently. However, the subproblem to be solved in each iter