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Proximal Alternating Directions Method for Structured Variational Inequalities

Authors:	M. H. Xu

Affiliation:	(1) Department of Mathematics, Nanjing University, Nanjing, China;(2) Department of Information Science, Jiangsu Polytechnic University, Changzhou, Jiangsu, People’s Republic of China

Abstract:	In the alternating directions method, the relaxation factor $gammain(0,frac{sqrt{5}+1}{2})$ by Glowinski is useful in practical computations for structured variational inequalities. This paper points out that the same restriction region of the relaxation factor is also valid in the proximal alternating directions method. The research was supported by the NSFC of China Grant 10571083 and MOEC Grant 20060284001. The author thanks the anonymous referees for valuable suggestions.

Keywords:	Structured variational inequalities Proximal point algorithm Alternating directions method
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