Year: 2003
Author: Bing-Sheng He, Sheng-Li Wang, Hai Yang
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 4 : pp. 495–504
Abstract
Alternating directions method is one of the approaches for solving linearly constrained separate monotone variational inequalities. Experience on applications has shown that the number of iteration significantly depends on the penalty for the system of linearly constrained equations and therefore the method with variable penalties is advantageous in practice. In this paper, we extend the Kontogiorgis and Meyer method [12] by removing the monotonicity assumption on the variable penalty matrices. Moreover, we introduce a self-adaptive rule that leads the method to be more efficient and insensitive for various initial penalties. Numerical results for a class of Fermat-Weber problems show that the modified method and its self-adaptive technique are proper and necessary in practice.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2003-JCM-10253
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 4 : pp. 495–504
Published online: 2003-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Monotone variational inequalities Alternating directions method Fermat-Weber problem.