A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with 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 effor...

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Main Authors: Feng Ma, Mingfang Ni, Zhanke Yu
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/941861
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author Feng Ma
Mingfang Ni
Zhanke Yu
author_facet Feng Ma
Mingfang Ni
Zhanke Yu
author_sort Feng Ma
collection DOAJ
description 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).
format Article
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institution Kabale University
issn 1085-3375
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language English
publishDate 2013-01-01
publisher Wiley
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spelling doaj-art-13a80af5d93d482da58d44468d5c467f2025-02-03T01:26:55ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/941861941861A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable StructureFeng Ma0Mingfang Ni1Zhanke Yu2Institute of Communications Engineering, PLA University of Science and Technology, Nanjing 210007, ChinaInstitute of Communications Engineering, PLA University of Science and Technology, Nanjing 210007, ChinaInstitute of Communications Engineering, PLA University of Science and Technology, Nanjing 210007, ChinaThe 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).http://dx.doi.org/10.1155/2013/941861
spellingShingle Feng Ma
Mingfang Ni
Zhanke Yu
A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure
Abstract and Applied Analysis
title A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure
title_full A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure
title_fullStr A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure
title_full_unstemmed A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure
title_short A New Implementable Prediction-Correction Method for Monotone Variational Inequalities with Separable Structure
title_sort new implementable prediction correction method for monotone variational inequalities with separable structure
url http://dx.doi.org/10.1155/2013/941861
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