TY - JOUR
T1 - Some convergence properties of a method of multipliers for linearly constrained monotone variational inequalities
AU - He, Bingsheng
AU - Yang, Hai
PY - 1998
Y1 - 1998
N2 - Variational inequalities have important applications in mathematical programming. The alternative direction methods are suitable and often used in the literature in solving large-scale, linearly constrained variational inequalities arising in transportation research. In this paper, we present a few inequalities associated with the alternative direction method of multipliers given by Gabay and Mercier. The inequalities are helpful in understanding the algorithm.
AB - Variational inequalities have important applications in mathematical programming. The alternative direction methods are suitable and often used in the literature in solving large-scale, linearly constrained variational inequalities arising in transportation research. In this paper, we present a few inequalities associated with the alternative direction method of multipliers given by Gabay and Mercier. The inequalities are helpful in understanding the algorithm.
KW - Convergence properties
KW - Decomposition
KW - Method of multipliers
KW - Monotone variational inequality
UR - https://www.webofscience.com/wos/woscc/full-record/WOS:000079125600011
UR - https://openalex.org/W2093666130
UR - https://www.scopus.com/pages/publications/0032178315
U2 - 10.1016/S0167-6377(98)00044-3
DO - 10.1016/S0167-6377(98)00044-3
M3 - Journal Article
SN - 0167-6377
VL - 23
SP - 151
EP - 161
JO - Operations Research Letters
JF - Operations Research Letters
IS - 3-5
ER -