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Solving asymmetric variational inequalities via convex optimization

โœ Scribed by Michele Aghassi; Dimitris Bertsimas; Georgia Perakis

Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
206 KB
Volume
34
Category
Article
ISSN
0167-6377

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๐Ÿ“œ SIMILAR VOLUMES

Solving a class of asymmetric variationa
Solving a class of asymmetric variational inequalities by a new alternating direction method
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