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A descent method for structured monotone variational inequalities
- Source :
- Optimization Methods and Software. 22:329-338
- Publication Year :
- 2007
- Publisher :
- Informa UK Limited, 2007.
-
Abstract
- This article presents a descent method for solving monotone variational inequalities with separate structures. The descent direction is derived from the well-known alternating directions method. The optimal step size along the descent direction also improves the efficiency of the new method. Some numerical results demonstrate that the new method is effective in practice.
Details
- ISSN :
- 10294937 and 10556788
- Volume :
- 22
- Database :
- OpenAIRE
- Journal :
- Optimization Methods and Software
- Accession number :
- edsair.doi...........54b64f8ed26144d07b467381d409516e