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Global convergence of an inexact operator splitting method for monotone variational inequalities

  • Zhili Ge*
  • , Gang Qian
  • , Deren Han
  • *Corresponding author for this work
  • Nanjing Normal University
  • Nanjing Tech University

Research output: Contribution to journalArticlepeer-review

Abstract

Recently, Han (Han D, Inexact operator splitting methods with self-adaptive strategy for variational inequality problems, Journal of Opti-mization Theory and Applications 132, 227-243 (2007)) proposed an inexact operator splitting method for solving variational inequality problems. It has advantage over the classical operator splitting method of Douglas-Peaceman-Rachford-Varga operator splitting methods (DPRV methods) and some of their variants, since it adopts a very exible approximate rule in solving the subprob-lem in each iteration. However, its convergence is established under somewhat stringent condition that the underlying mapping F is strongly monotone. In this paper, we mainly establish the global convergence of the method under weaker condition that the underlying mapping F is monotone, which extends the elds of applications of the method relatively. Some numerical results are also presented to illustrate the method.

Original languageEnglish
Pages (from-to)1013-1026
Number of pages14
JournalJournal of Industrial and Management Optimization
Volume7
Issue number4
DOIs
StatePublished - Nov 2011
Externally publishedYes

Keywords

  • Approx-imate rules
  • Monotone variational inequalities
  • Operator splitting methods
  • Self-adaptive strategy

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