A parallel descent-like prediction-correction method for structured variational inequalities with three blocks
Year: 2015
Journal of Information and Computing Science, Vol. 10 (2015), Iss. 2 : pp. 90–97
Abstract
Min Sun1, Jing Liu2 1.School of Mathematics and Statistics, Zaozhuang University , Zaozhuang, 277160, China. 2.School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, 310018, China. (Received November 08, 2014, accepted March 07, 2015) This paper proposes a parallel descent-like prediction-correction method(PDPCM) for structured variational inequalities with three blocks. In the prediction step, the intermediate point is produced by solving three low-dimensional variational inequalities in parallel. In the correction step, a descent direction is first constructed using the iterate and the intermediate point, and then the new iterate is obtained along this descent direction. Global convergence of the proposed method is proved under mild assumptions, and we also establish its worse-case
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2024-JICS-22551
Journal of Information and Computing Science, Vol. 10 (2015), Iss. 2 : pp. 90–97
Published online: 2015-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8