On the O ( 1 / t ) $O(1/t)$ convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems

On the O ( 1 / t ) $O(1/t)$ convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems

Abstract In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O ( 1 / t ) $O(1/t)$ convergence rate for this method is studied. We also present some numerical examples to illustrate the efficie...

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Bibliographic Details
Main Authors: Abdellah Bnouhachem, Abdul Latif, Qamrul Hasan Ansari
Format: Article
Language:English
Published: SpringerOpen 2016-11-01
Series:Journal of Inequalities and Applications
Subjects:
structured variational inequalities
logarithmic-quadratic proximal method
convergence rate
projection method
alternating direction method
Online Access:http://link.springer.com/article/10.1186/s13660-016-1226-6
Description
Summary:Abstract In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O ( 1 / t ) $O(1/t)$ convergence rate for this method is studied. We also present some numerical examples to illustrate the efficiency of the proposed method. The results presented in this paper extend and improve some well-known results in the literature.
ISSN:1029-242X

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