A hybrid LQP-based method for structured variational inequalities

作者：Li Min^*

来源：International Journal of Computer Mathematics, 2012, 89(10): 1412-1425.

DOI：10.1080/00207160.2012.688822

• structured variational inequality
• logarithmic-quadratic proximal
• alternating direction method
• projection
• descent direction

This paper proposes a hybrid LQP-based method (LQP, logarithmic-quadratic proximal) to solve a class of structured variational inequalities. In this method, an intermediate point is produced by solving a nonlinear equation system based on the LQP method; a descent direction is constructed using this iterate and the new iterate is obtained by a convex combination of the previous point and the one generated by a projection-type method along this descent direction. Global convergence of the new method is proved under mild assumptions. Preliminary numerical results for traffic equilibrium problems verify the computational preferences of the new method.

• 出版日期2012
• 单位东南大学