scholarly journals A two-stage prediction–correction method for solving monotone variational inequalities

2008 ◽  
Vol 214 (2) ◽  
pp. 345-355 ◽  
Author(s):  
Xiaoling Fu
Keyword(s):  
Variational Inequalities ◽  
Correction Method ◽  
Monotone Variational Inequalities ◽  
Two Stage

scholarly journals A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Feng Ma ◽  
Mingfang Ni ◽  
Zhanke Yu
Keyword(s):  
Global Convergence ◽  
Variational Inequalities ◽  
Decomposition Method ◽  
Correction Method ◽  
Computational Effort ◽  
Numerical Results ◽  
New Method ◽  
Monotone Variational Inequalities ◽  
Separable Structure

The monotone variational inequalities capture various concrete applications arising in many areas. In this paper, we develop a new prediction-correction method for monotone variational inequalities with separable structure. The new method can be easily implementable, and the main computational effort in each iteration of the method is to evaluate the proximal mappings of the involved operators. At each iteration, the algorithm also allows the involved subvariational inequalities to be solved in parallel. We establish the global convergence of the proposed method. Preliminary numerical results show that the new method can be competitive with Chen's proximal-based decomposition method in Chen and Teboulle (1994).

Convergence of Two-Stage Method with Bregman Divergence for Solving Variational Inequalities*

2019 ◽  
Vol 55 (3) ◽  
pp. 359-368 ◽  
Author(s):  
D. A. Nomirovskii ◽  
B. V. Rublyov ◽  
V. V. Semenov
Keyword(s):  
Variational Inequalities ◽  
Bregman Divergence ◽  
Two Stage
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