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An inexact alternating direction method with SQP regularization for the structured variational inequalities | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 23، دوره 8، شماره 1، مهر 2017، صفحه 269-289 اصل مقاله (472.2 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2017.1860.1485 | ||
| نویسندگان | ||
| Abdellah Bnouhachem* 1؛ Th.M. Rassias2 | ||
| 1Ibn Zohr University, ENSA, BP 1136, Agadir, Morocco | ||
| 2Department of Mathematics, National Technical University of Athens, Zofrafou Campus, 15780 Athens, Greece | ||
| تاریخ دریافت: 20 آبان 1395، تاریخ بازنگری: 21 اردیبهشت 1396، تاریخ پذیرش: 25 اردیبهشت 1396 | ||
| چکیده | ||
| In this paper, we propose an inexact alternating direction method with square quadratic proximal (SQP) regularization for the structured variational inequalities. The predictor is obtained via solving SQP system approximately under significantly relaxed accuracy criterion and the new iterate is computed directly by an explicit formula derived from the original SQP method. Under appropriate conditions, the global convergence of the proposed method is proved. We show the $O(1/t)$ convergence rate for the inexact SQP alternating direction method. We also reported some numerical results to illustrate the efficiency of the proposed method. | ||
| کلیدواژهها | ||
| Variational inequalities؛ monotone operator؛ square quadratic proximal method؛ logarithmic-quadratic proximal method؛ alternating direction method | ||
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