An extended alternating direction method for variational inequality problems with linear equality and inequality constraints

作者：Zhou Zhong; Chen Anthony^*; Han Deren

来源：Applied Mathematics and Computation, 2007, 184(2): 769-782.

DOI：10.1016/j.amc.2006.05.205

• variational inequality problem
• alternating direction method
• inequality constraints
• global convergence

Recently, some modified alternating direction methods have been proposed to solve a class of nonlinear variational inequality problems with linear equality constraints. These methods are more efficient than the classical one since they only need some orthogonal projections onto a simple set and some function evaluations per iteration. In this paper, we propose an extended alternating direction method to solve a more general nonlinear monotone variational inequality problem with both linear equality and inequality constraints. The proposed method only needs one additional projection to a simple set to handle the inequality constraints directly. Global convergence is provided along with numerical results of two applications to demonstrate the efficiency and robustness of the proposed method.

• 出版日期2007-1-15
• 单位南京师范大学