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Volumn 21, Issue 4, 2003, Pages 495-504

A modified variable-penalty alternating directions method for monotone variational inequalities

Author keywords

Alternating directions method; Fermat Weber problem; Monotone variational inequalities

Indexed keywords


EID: 85016616075     PISSN: 02549409     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (17)

References (15)
  • 1
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    • Some reformulation and applications of the alternating direction method of multipliers
    • W.W. Hager et al eds., Kluwer Academic Publishers
    • J. Eckstein and M. Fukushima, Some reformulation and applications of the alternating direction method of multipliers, Large Scale Optimization: State of the Art, W.W. Hager et al eds., Kluwer Academic Publishers, (1994), 115-134.
    • (1994) Large Scale Optimization: State of the Art , pp. 115-134
    • Eckstein, J.1    Fukushima, M.2
  • 3
    • 0002788352 scopus 로고
    • Application of the alternating direction method of multipliers to separable convex programming problems
    • M. Fukushima, Application of the alternating direction method of multipliers to separable convex programming problems. Computational Optimization and Applications, 2 (1992), 93-111
    • (1992) Computational Optimization and Applications , vol.2 , pp. 93-111
    • Fukushima, M.1
  • 4
    • 0002211517 scopus 로고
    • A dual algorithm for the solution of nonlinear variational problems vis finite-element approximations
    • D. Gabay and B. Mercier, A dual algorithm for the solution of nonlinear variational problems vis finite-element approximations, Computer and Mathematics with Applications, 2 (1976). 17-40.
    • (1976) Computer and Mathematics with Applications , vol.2 , pp. 17-40
    • Gabay, D.1    Mercier, B.2
  • 5
    • 77957064934 scopus 로고
    • Applications of the method of multipliers to variational inequalities
    • M. Fortin and R. Glowinski. eds., North Holland, Amsterdam, The Netherlands
    • D. Gabay, Applications of the method of multipliers to variational inequalities, Augmented Lagrange Methods: Applications to the Solution of Boundary-valued Problems, M. Fortin and R. Glowinski. eds., North Holland, Amsterdam, The Netherlands, (1983), 299-331.
    • (1983) Augmented Lagrange Methods: Applications to the Solution of Boundary-valued Problems , pp. 299-331
    • Gabay, D.1
  • 8
    • 0344704362 scopus 로고
    • Finite-dimensional variational inequality and nonlinear complementarity problems: A Survey of theory, algorithms and applications
    • P.T. Marker and J.S. Pang, Finite-dimensional variational inequality and nonlinear complementarity problems: A Survey of theory, algorithms and applications, Mathematical Programming, 48 (1990). 161-220.
    • (1990) Mathematical Programming , vol.48 , pp. 161-220
    • Marker, P.T.1    Pang, J.S.2
  • 9
    • 0032178315 scopus 로고    scopus 로고
    • Some convergence properties of a method of multipliers for linearis GOD strained monotone variational inequalities
    • B.S. He and H. Vang, Some convergence properties of a method of multipliers for linearis GOD strained monotone variational inequalities. Operations Research tetters, 23 (1998), 151-161.
    • (1998) Operations Research tetters , vol.23 , pp. 151-161
    • He, B.S.1    Vang, H.2
  • 10
    • 0034239566 scopus 로고    scopus 로고
    • Alternating directions method with self-adaptive parameter for monotone variational inequalities
    • B.S. He, H. Yang and S.L. Wang, Alternating directions method with self-adaptive parameter for monotone variational inequalities, JOTA. 106 (2000), 349-368.
    • (2000) JOTA , vol.106 , pp. 349-368
    • He, B.S.1    Yang, H.2    Wang, S.L.3
  • 12
    • 0002202679 scopus 로고    scopus 로고
    • A variable-penalty alternating directions method for convex optimization
    • S. Koutogiorgis and R.K. Meyer, A variable-penalty alternating directions method for convex optimization, Mathematical Programming. 83 (1998). 29-53.
    • (1998) Mathematical Programming , vol.83 , pp. 29-53
    • Koutogiorgis, S.1    Meyer, R.K.2
  • 13
    • 0000345334 scopus 로고
    • Splitting algorithms for the sum of two nonlinear operators
    • P.L. Lions and B. Mercier, Splitting algorithms for the sum of two nonlinear operators, SIAM J. Numerical Analysts. 16 (1979). 964-979.
    • (1979) SIAM J. Numerical Analysts , vol.16 , pp. 964-979
    • Lions, P.L.1    Mercier, B.2
  • 15
    • 0026077016 scopus 로고
    • Applications of splitting algorithm to decomposition in convex programming and variational inequalities
    • P. Tseng, Applications of splitting algorithm to decomposition in convex programming and variational inequalities, SIAM J. Control Optim., 29 (1991), 119-138.
    • (1991) SIAM J. Control Optim. , vol.29 , pp. 119-138
    • Tseng, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.