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PPA BASED PREDICTION-CORRECTION METHODS FOR MONOTONE VARIATIONAL INEQUALITIES
Authors:He Bingsheng  Jiang Jianlin  Qian Maijian  XU Ya
Abstract:In this paper we study the proximal point algorithm (PPA) based prediction-correction (PC) methods for monotone variational inequalities. Each iteration of these methods consists of a prediction and a correction. The predictors are produced by inexact PPA steps. The new iterates are then updated by a correction using the PPA formula. We present two profit functions which serve two purposes: First we show that the profit functions are tight lower bounds of the improvements obtained in each iteration. Based on this conclusion we obtain the convergence inexactness restrictions for the prediction step. Second we show that the profit functions are quadratically dependent upon the step lengths, thus the optimal step lengths are obtained in the correction step. In the last part of the paper we compare the strengths of different methods based on their inexactness restrictions.
Keywords:Monotone variational inequality  proximal point algorithm  predictioncorrection method
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