A new convergence proof of augmented Lagrangian-based method with full Jacobian decomposition for structured variational inequalities
| Autor: | Xi-Hong Yan |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Work (thermodynamics)
Mathematical optimization 021103 operations research Control and Optimization Algebra and Number Theory Augmented Lagrangian method Applied Mathematics 0211 other engineering and technologies Structure (category theory) 010103 numerical & computational mathematics 02 engineering and technology 01 natural sciences Separable space symbols.namesake Convergence (routing) Variational inequality Jacobian matrix and determinant Decomposition (computer science) symbols Applied mathematics 0101 mathematics Mathematics |
| Zdroj: | Numerical Algebra, Control and Optimization. 6:45-54 |
| ISSN: | 2155-3289 |
| DOI: | 10.3934/naco.2016.6.45 |
| Popis: | In the work, we present a new proof for global convergence of a classical method, augmented Lagrangian-based method with full Jacobian decomposition, for a special class of variational inequality problems with a separable structure. This work can be regarded as an improvement to work [14]. The convergence result of the work is established under more general conditions and proven in a new way. |
| Databáze: | OpenAIRE |
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