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An inexact alternating direction method for solving a class of structured variational inequalities

โœ Scribed by Bnouhachem, Abdellah; Benazza, Hafida; Khalfaoui, Mohamed


Book ID
123464492
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
231 KB
Volume
219
Category
Article
ISSN
0096-3003

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Solving a class of asymmetric variationa
โœ Shengli Wang; Hai Yang; Bingsheng He ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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