Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities

Authors
Citation
Bs. He et H. Yang, Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities, OPER RES L, 23(3-5), 1998, pp. 151-161
Citations number
23
Categorie Soggetti
Engineering Mathematics
Journal title
OPERATIONS RESEARCH LETTERS
ISSN journal
01676377 → ACNP
Volume
23
Issue
3-5
Year of publication
1998
Pages
151 - 161
Database
ISI
SICI code
0167-6377(199810/12)23:3-5<151:SCPOAM>2.0.ZU;2-7
Abstract
Variational inequalities have important applications in mathematical progra mming. The alternative direction methods are suitable and often used in the literature in solving large-scale, linearly constrained variational inequa lities arising in transportation research. In this paper, we present a few inequalities associated with the alternative direction method of multiplier s given by Gabay and Mercier. The inequalities are helpful in understanding the algorithm. (C) 1998 Elsevier Science B.V. All rights reserved.