A descent method for structured monotone variational inequalities

作者：Ye, Cai Hong; Yuan, Xiao Ming^*

来源：Optimization Methods and Software, 2007, 22(2): 329-338.

DOI：10.1080/10556780600552693

• monotone variational inequalities
• alternating directions method
• descent method

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.

• 出版日期2007-4
• 单位上海交通大学