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Entropic proximal decomposition methods for convex programs and variational inequalities

โœ Scribed by Alfred Auslender; Marc Teboulle


Publisher
Springer-Verlag
Year
2001
Tongue
English
Weight
157 KB
Volume
91
Category
Article
ISSN
0025-5610

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A hybrid entropic proximal decomposition
โœ Deren Han ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 300 KB

In this paper, we propose a hybrid nonlinear decomposition-projection method for solving a class of monotone variational inequality problems. The algorithm utilizes the problems' structure conductive to decomposition and a projection step to get the next iterate. To make the method more practical, w