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关于结构型单调变分不等式的平行分裂增广Lagrangian方法的O(1/t)阶收敛性(英文)
引用本文:后六生. 关于结构型单调变分不等式的平行分裂增广Lagrangian方法的O(1/t)阶收敛性(英文)[J]. 应用数学, 2012, 25(2): 454-459
作者姓名:后六生
作者单位:南京大学数学系,江苏南京210093;南京晓庄学院数学与信息技术学院,江苏南京211171
摘    要:最近,何[3]证明了投影收缩算法的O(1/t)阶收敛性.受此启发,本文证明了结构型单调变分不等式的平行分裂增广Lagrangian方法的O(1/t)阶收敛性.

关 键 词:结构型变分不等式  平行分裂  收敛阶

On the O(1/t) Convergence Rate of Parallel Splitting Augmented Lagrangian Methods for Monotone Structured Variational Inequalities
HOU Liusheng. On the O(1/t) Convergence Rate of Parallel Splitting Augmented Lagrangian Methods for Monotone Structured Variational Inequalities[J]. Mathematica Applicata, 2012, 25(2): 454-459
Authors:HOU Liusheng
Affiliation:HOU Liusheng1,2(1.Department of Mathematics,Nanjing University,Nanjing 210093,China;2.School of Mathematics and Information Technology,Nanjing Xiaozhuang University,Nanjing 211171,China)
Abstract:Recently,the author of [3] proves the O(1/t) rate of convergence for projection and contraction methods.Inspired by this work,we prove the O(1/t) rate of convergence of parallel splitting augmented Lagrangian methods for monotone structured variational inequalities.
Keywords:Structured variational inequality  Parallel splitting  Convergence rate
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