运筹学学报 >
2018 , Vol. 22 >Issue 2: 18 - 30
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2018.02.002
解一类结构变分不等式问题的非精确并行交替方向法
An inexact parallel alternating direction method for structured variational inequalities
Received date: 2018-02-20
Online published: 2018-06-15
冯俊锴, 张海斌, 秦嫒, 张凯丽 . 解一类结构变分不等式问题的非精确并行交替方向法[J]. 运筹学学报, 2018 , 22(2) : 18 -30 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.02.002
This paper considers the monotone variational inequality problems with two separable blocks subject to linear coupling constraints. Problems of this type arise in many contemporary applications including traffic assignment and economics. Based on its favorable separable structure, splitting type methods have been studied. In this paper, we introduce a new inexact parallel alternating direction method with a substitution to solve this family of problems. At each iteration, one can get a predictor by using projection in parallel fashion, then corrects the predictor to generate the new iterate. For the proposed algorithm, we prove its convergence under mild conditions via the analytic framework of contractive type methods. Some numerical results are reported to support the efficiency of the new method. Moreover, the proposed method can be extended to solve the variational inequality problems with multi-blocks.
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