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
A new stepsize rule in He and Zhou's alternating direction method
✍ Scribed by Deren Han; Hong K. Lo
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 276 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0893-9659
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✦ Synopsis
In this paper, we propose a new stepsize rule in He and Zhou's alternating direction method.
Under this new stepsize strategy, we extend their method for solving convex quadratic minimization problems to also monotone linear variational inequality problems.
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