An improved proximal alternating direction method for monotone variational inequalities with separable structure
From MaRDI portal
Publication:540633
DOI10.1007/s10589-009-9293-yzbMath1219.90174OpenAlexW1992408309MaRDI QIDQ540633
Publication date: 3 June 2011
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-009-9293-y
variational inequalitiesdescent methodalternating direction methodseparable structureproximal point method
Related Items
A new alternating projection-based prediction–correction method for structured variational inequalities ⋮ Modified alternating direction methods for the modified multiple-sets split feasibility problems ⋮ Proximal ADMM with larger step size for two-block separable convex programming and its application to the correlation matrices calibrating problems ⋮ The auxiliary problem principle with self-adaptive penalty parameter for multi-area economic dispatch problem ⋮ A relaxed projection method for split variational inequalities ⋮ A proximal alternating direction method of multipliers for a minimization problem with nonconvex constraints ⋮ An efficient simultaneous method for the constrained multiple-sets split feasibility problem ⋮ A proximal alternating direction method for multi-block coupled convex optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- Application of the alternating direction method of multipliers to separable convex programming problems
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A variable-penalty alternating directions method for convex optimization
- A proximal-based deomposition method for compositions method for convex minimization problems
- A class of iterative methods for solving nonlinear projection equations
- Comparison of two kinds of prediction-correction methods for monotone variational inequalities
- A new inexact alternating directions method for monotone variational inequalities
- Network economics: a variational inequality approach
- A globally convergent Newton method for solving strongly monotone variational inequalities
- Self-adaptive inexact proximal point methods
- Asymptotic Convergence Analysis of a New Class of Proximal Point Methods
- Modification of the extra-gradient method for solving variational inequalities and certain optimization problems
- Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
- New Proximal Point Algorithms for Convex Minimization
- Monotone Operators and the Proximal Point Algorithm
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
- Convergence of Proximal-Like Algorithms
- Modified Projection-Type Methods for Monotone Variational Inequalities
- An alternating projections method for certain linear problems in a Hilbert space
- On the basic theorem of complementarity
- A descent method for structured monotone variational inequalities
