| An improved proximal-based decomposition method for structured monotone variational inequalities |
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| 引用本文： | 李敏,袁晓明. An improved proximal-based decomposition method for structured monotone variational inequalities[J]. 应用数学和力学(英文版), 2007, 28(12): 1659-1668. DOI: 10.1007/s10483-007-1213-y |
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| 作者姓名： | 李敏 袁晓明 |
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| 作者单位： | Department of Management Science and Engineering School of Economics and Management，Southeast University，Department of Management Science，Antai College of Economics and Management，Shanghai Jiaotong University，Nanjing 210096，P.R.China，Shanghai 200052，P.R.China |
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| 基金项目： | 国家自然科学基金;国家高技术研究发展计划(863计划) |
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| 摘 要： | The proximal-based decomposition method was originally proposed by Chen and TebouUe(Math.Programming,1994,64:81-101 for solving convex minimization problems.This paper extends it to solving monotone variational inequalities associated with separable structures with the improvements that the restrictive assumptions on the involved parameters are much relaxed,and thus makes it practical to solve the subprob- lems easily.Without additional assumptions,global convergence of the new method is proved under the same mild assumptions on the problem's data as the original method.
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| 关 键 词： | 不等式 单调变化 不精确标准 分解 |
| 收稿时间： | 2006-05-22 |
An improved proximal-based decomposition method for structured monotone variational inequalities |
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| Li Min,Yuan Xiao-ming. An improved proximal-based decomposition method for structured monotone variational inequalities[J]. Applied Mathematics and Mechanics(English Edition), 2007, 28(12): 1659-1668. DOI: 10.1007/s10483-007-1213-y |
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| Authors: | Li Min Yuan Xiao-ming |
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| Affiliation: | 1. Department of Management Science and Engineering, School of Economics and Management, Southeast University, Nanjing 210096, P. R. China
2. Department of Management Science, Antai College of Economics and Management, Shanghai Jiaotong University, Shanghai 200052, P. R. China |
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| Abstract: | The proximal-based decomposition method was originally proposed by Chen and TebouUe(Math.Programming,1994,64:81-101 for solving convex minimization problems.This paper extends it to solving monotone variational inequalities associated with separable structures with the improvements that the restrictive assumptions on the involved parameters are much relaxed,and thus makes it practical to solve the subprob- lems easily.Without additional assumptions,global convergence of the new method is proved under the same mild assumptions on the problem's data as the original method. |
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| Keywords: | decomposition inexact criterion proximal structured variational inequalities |
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