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- Publisher
- Springer Journals
- Copyright
- Copyright © Springer-Verlag New York Inc. 2002
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/s00245-001-0029-3
- Publisher site
- See Article on Publisher Site
Abstract
. The alternating direction method is an attractive method for solving large-scale variational inequality problems whenever the subproblems can be solved efficiently. However, the subproblems are still variational inequality problems, which are as structurally difficult to solve as the original one. To overcome this disadvantage, in this paper we propose a new alternating direction method for solving a class of nonlinear monotone variational inequality problems. In each iteration the method just makes an orthogonal projection to a simple set and some function evaluations. We report some preliminary computational results to illustrate the efficiency of the method.
Journal
Applied Mathematics & Optimization – Springer Journals
Published: Jan 1, 2002
Keywords: Key words. Variational inequality problems, Alternating direction methods, Monotone mappings, Global convergence. AMS Classification. 90C33, 90C30.