A Hybrid LQP Alternating Direction Method for Solving Variational Inequality Problems with Separable Structure
نویسندگان
چکیده
In this paper, we presented a logarithmic-quadratic proximal alternating direction method for structured variational inequalities. The method generates the new iterate by searching the optimal step size along the descent direction. Global convergence of the new method is proved under certain assumptions.
منابع مشابه
On LQP alternating direction method for solving variational inequality problems with separable structure
In this paper, we proposed a logarithmic-quadratic proximal alternating direction method for structured variational inequalities. The new iterate is obtained by a convex combination of the previous point and the one generated by a projection-type method along a new descent direction. Global convergence of the new method is proved under certain assumptions. We also reported some numerical result...
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