Inexact Alternating Direction Method for Variational Inequality Problems with Linear Equality Constraints
نویسندگان
چکیده
In this article, a new inexact alternating direction method(ADM) is proposed for solving a class of variational inequality problems. At each iteration, the new method firstly solves the resulting subproblems of ADM approximately to generate an temporal point x̃, and then the multiplier y is updated to get the new iterate y. In order to get x, we adopt a new descent direction which is simple compared with the existing prediction-correction type ADMs. For the inexact ADM, the resulting proximal subproblem has closedform solution when the proximal parameter and inexact term are chosen appropriately. We show the efficiency of the inexact ADM numerically by some preliminary numerical experiments. Keywords—variational inequality problems, alternating direction method, global convergence
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