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Article: An APPA-based descent method with optimal step-sizes for monotone variational inequalities

TitleAn APPA-based descent method with optimal step-sizes for monotone variational inequalities
Authors
Li, MinYuan, Xiao Ming
KeywordsOptimal step-size
Proximal point algorithm
Variational inequalities
Descent method
Issue Date2008
Citation
European Journal of Operational Research, 2008, v. 186, n. 2, p. 486-495 How to Cite?
DOI: http://dx.doi.org/10.1016/j.ejor.2007.02.042
AbstractTo solve monotone variational inequalities, some existing APPA-based descent methods utilize the iterates generated by the well-known approximate proximal point algorithms (APPA) to construct descent directions. This paper aims at improving these APPA-based descent methods by incorporating optimal step-sizes in both the extra-gradient steps and the descent steps. Global convergence is proved under mild assumptions. The superiority to existing methods is verified both theoretically and computationally. © 2007 Elsevier B.V. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/250856
ISSN
0377-2217
2021 Impact Factor: 6.363
2020 SCImago Journal Rankings: 2.161
ISI Accession Number ID
WOS:000251231100004

 

DC FieldValueLanguage
dc.contributor.authorLi, Min-
dc.contributor.authorYuan, Xiao Ming-
dc.date.accessioned2018-02-01T01:53:54Z-
dc.date.available2018-02-01T01:53:54Z-
dc.date.issued2008-
dc.identifier.citationEuropean Journal of Operational Research, 2008, v. 186, n. 2, p. 486-495-
dc.identifier.issn0377-2217-
dc.identifier.urihttp://hdl.handle.net/10722/250856-
dc.description.abstractTo solve monotone variational inequalities, some existing APPA-based descent methods utilize the iterates generated by the well-known approximate proximal point algorithms (APPA) to construct descent directions. This paper aims at improving these APPA-based descent methods by incorporating optimal step-sizes in both the extra-gradient steps and the descent steps. Global convergence is proved under mild assumptions. The superiority to existing methods is verified both theoretically and computationally. © 2007 Elsevier B.V. All rights reserved.-
dc.languageeng-
dc.relation.ispartofEuropean Journal of Operational Research-
dc.subjectOptimal step-size-
dc.subjectProximal point algorithm-
dc.subjectVariational inequalities-
dc.subjectDescent method-
dc.titleAn APPA-based descent method with optimal step-sizes for monotone variational inequalities-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.ejor.2007.02.042-
dc.identifier.scopuseid_2-s2.0-35348953670-
dc.identifier.volume186-
dc.identifier.issue2-
dc.identifier.spage486-
dc.identifier.epage495-
dc.identifier.isiWOS:000251231100004-
dc.identifier.issnl0377-2217-

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