A descent method for structured monotone variational inequalities. (English) Zbl 1196.90118
The paper presents a descent method for solving monotone variational inequalities with separate structures. The descent direction is derived from the alternating direction method. The optimal step size along the descent direction is used to improve the efficiency of the method. Based on the contractive properties, the global convergence of the method is proved. Some numerical results demonstrate that the new method is effective in practice.
Reviewer: Gongyun Zhao (Singapore)
MSC:
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
| 65K10 | Numerical optimization and variational techniques |
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