On LQP alternating direction method for solving variational inequality problems with separable structure
نویسنده
چکیده
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 results to illustrate the efficiency of the proposed method. MSC: 90C33; 49J40
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