Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 151-161 |
| Number of pages | 11 |
| Journal | Operations Research Letters |
| Volume | 23 |
| Issue number | 3-5 |
| DOIs | |
| Publication status | Published - 1998 |
Keywords
- Convergence properties
- Decomposition
- Method of multipliers
- Monotone variational inequality
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