| 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) |
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| 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 |
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| 作者姓名： | 后六生 |
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| 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 |
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| 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.
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| 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 |
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| 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 |
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| Authors: | HOU Liusheng |
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| 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) |
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| 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. |
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| Keywords: | Structured variational inequality Parallel splitting Convergence rate |
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