New Alternating Direction Method for a Class of Nonlinear Variational Inequality Problems
โ Scribed by D.R. Han; H.K. Lo
- Book ID
- 110367913
- Publisher
- Springer
- Year
- 2002
- Tongue
- English
- Weight
- 89 KB
- Volume
- 112
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this study, we propose a new alternating direction method for solving linear variational variational inequality problems (LVIP). It is simple in the sense that, at each iteration, it needs only to perform a projection onto a simple set and some matrix-vector multiplications. The simplicity of the
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