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Erschienen in: Numerical Algorithms 1/2021

10.03.2020 | Original Paper

A self-adaptive descent LQP alternating direction method for the structured variational inequalities

verfasst von: Abdellah Bnouhachem

Erschienen in: Numerical Algorithms | Ausgabe 1/2021

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Abstract

In this paper, by combining the logarithmic-quadratic proximal (LQP) method and alternating direction method, we proposed an LQP alternating direction method for solving structured variational inequalities. The new iterate is generated by searching the optimal step size along a descent direction with a new step size αk. The choice of the descent direction and the step size selection strategies are important for the algorithm’s efficiency. The O(1/t) convergence rate of the proposed method is studied, and its efficiency is also verified by some numerical experiments.

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Metadaten
Titel
A self-adaptive descent LQP alternating direction method for the structured variational inequalities
verfasst von
Abdellah Bnouhachem
Publikationsdatum
10.03.2020
Verlag
Springer US
Erschienen in
Numerical Algorithms / Ausgabe 1/2021
Print ISSN: 1017-1398
Elektronische ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-020-00890-0

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