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On the O(1/t) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems
Journal article   Open access  Peer reviewed

On the O(1/t) convergence rate of the alternating direction method with LQP regularization for solving structured variational inequality problems

Abdellah Bnouhachem, Abdul Latif and Qamrul Hasan Ansari
Journal of inequalities and applications, Vol.2016(1)
22/11/2016
DOI: https://doi.org/10.1186/s13660-016-1226-6

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
In this paper, we propose a parallel descent LQP alternating direction method for solving structured variational inequality with three separable operators. The O(1/t) convergence rate for this method is studied. We also present some numerical examples to illustrate the efficiency of the proposed method. The results presented in this paper extend and improve some well-known results in the literature.
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https://doi.org/10.1186/s13660-016-1226-6View
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