A Hybrid LQP Alternating Direction Method for Solving Variational Inequality Problems with Separable Structure

Authors

Abdellah Bnouhachem, School of Management Science and Engineering, Nanjing University, Nanjing, 210093, P.R. China.\\ Ibn Zohr University, ENSA, BP 1136, Agadir, Morocco.Follow
Abdelouahed Hamdi, Department of Mathematics, Statistics and Physics College of Arts and Sciences Qatar University,PB 2713, Doha, QatarFollow

Author Country (or Countries)

Morocco.

Abstract

In this paper, we presented a logarithmic-quadratic proximal alternating direction method for structured variational inequalities. The method generates the new iterate by searching the optimal step size along the descent direction. Global convergence of the new method is proved under certain assumptions.

Recommended Citation

Bnouhachem, Abdellah and Hamdi, Abdelouahed (2015) "A Hybrid LQP Alternating Direction Method for Solving Variational Inequality Problems with Separable Structure," Applied Mathematics & Information Sciences: Vol. 09: Iss. 3, Article 19.
Available at: https://digitalcommons.aaru.edu.jo/amis/vol09/iss3/19