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author:

Peng, Zheng (Peng, Zheng.) [1] | Zhu, Wenxing (Zhu, Wenxing.) [2] (Scholars:朱文兴)

Indexed by:

Scopus SCIE

Abstract:

In this article, a new method is proposed for solving a class of structured variational inequalities (SVIs). The proposed method is referred to as the partial inexact proximal alternating direction (piPAD) method. In the method, two subproblems are solved independently. One is handled by an inexact proximal point method and the other is solved directly. This feature is the major difference between the proposed method and some existing alternating direction-like methods. The convergence of the piPAD method is proved. Two examples of the modern convex optimization problem arising from engineering and information sciences, which can be reformulated into the encountered SVIs, are presented to demonstrate the applicability of the piPAD method. Also, some preliminary numerical results are reported to validate the feasibility and efficiency of the piPAD method.

Keyword:

alternating direction method inexact proximal point algorithm separable convex optimization structured variational inequalities

Community:

  • [ 1 ] [Peng, Zheng]Fuzhou Univ, Coll Math & Comp Sci, Fuzhou 350108, Peoples R China
  • [ 2 ] [Zhu, Wenxing]Fuzhou Univ, Ctr Discrete Math & Theoret Comp Sci, Fuzhou 350108, Peoples R China

Reprint 's Address:

  • 朱文兴

    [Zhu, Wenxing]Fuzhou Univ, Ctr Discrete Math & Theoret Comp Sci, Fuzhou 350108, Peoples R China

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Source :

OPTIMIZATION

ISSN: 0233-1934

Year: 2014

Issue: 7

Volume: 63

Page: 1043-1055

0 . 9 3 6

JCR@2014

1 . 6 0 0

JCR@2023

ESI Discipline: MATHEMATICS;

ESI HC Threshold:86

JCR Journal Grade:2

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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