Decomposition method with a variable parameter for a class of monotone variational inequality problems

Authors
Citation
Sl. Wang et Lz. Liao, Decomposition method with a variable parameter for a class of monotone variational inequality problems, J OPTIM TH, 109(2), 2001, pp. 415-429
Citations number
14
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
109
Issue
2
Year of publication
2001
Pages
415 - 429
Database
ISI
SICI code
0022-3239(200105)109:2<415:DMWAVP>2.0.ZU;2-X
Abstract
In this paper, we focus on a useful modification of the decomposition metho d by He et al. (Ref. 1). Experience on applications has shown that the numb er of iterations of the original method depends significantly on the penalt y parameter. The main contribution of our method is that we allow the penal ty parameter to vary automatically according to some self-adaptive rules. A s our numerical simulations indicate, the modified method is more flexible and efficient in practice. A detailed convergence analysis of our method is also included.