Decomposition Method with a Variable Parameter for a Class of Monotone Variational Inequality Problems

S. L. Wang and L. Z. Liao
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S. L. Wang: Nanjing University
L. Z. Liao: Hong Kong Baptist University

Journal of Optimization Theory and Applications, 2001, vol. 109, issue 2, No 9, 415-429

Abstract: Abstract In this paper, we focus on a useful modification of the decomposition method by He et al. (Ref. 1). Experience on applications has shown that the number of iterations of the original method depends significantly on the penalty parameter. The main contribution of our method is that we allow the penalty parameter to vary automatically according to some self-adaptive rules. As our numerical simulations indicate, the modified method is more flexible and efficient in practice. A detailed convergence analysis of our method is also included.

Keywords: monotone variational inequalities; decomposition methods; self-adaptive rules (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (6)

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DOI: 10.1023/A:1017522623963

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