𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An LQP-based descent method for structured monotone variational inequalities

✍ Scribed by Min Li; Weijun Zhong

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
264 KB
Volume
235
Category
Article
ISSN
0377-0427

No coin nor oath required. For personal study only.

✦ Synopsis

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.

πŸ“œ SIMILAR VOLUMES

An improved prediction–correction method
An improved prediction–correction method for monotone variational inequalities with separable operators
✍ M.H. Xu; J.L. Jiang; B. Li; B. Xu πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 739 KB

In this paper we study the variational inequality problems with a particular splitting structure, in which the mapping F does not have an explicit form and only its function values can be employed in the numerical methods for solving such problems. Studies and applications of such problems can be fo