Abstract
In this paper, we propose two inexact decomposition methods for solving variational inequalities(VI) with linear equality constraint, which improve the decomposition method proposed by Gabay (in Fortin, M., Glowinski, R. (eds.) Augmented Lagrangian methods: applications to the solution of boundary-valued problems, pp. 299–331, North-Holland, Amsterdam, 1983), Gabay and Mercier (Comput. Math. Appl. 2(1):17–40, 1976) in the following two senses: in each iteration, both methods allow the involved strongly monotone sub-VI to be solved approximately; the temporal iterate generated by the sub-VI is utilized to generate descent direction, and the new iterate is generated along the descent direction. Under mild conditions, the global convergence of the inexact methods is proved. Some numerical experiments are carried out to validate the efficiency and practicality of the proposed methods.
Similar content being viewed by others
References
Gabay, D.: Applications of the method of multipliers to variational inequalities. In: Fortin, M., Glowinski, R. (eds.) Augmented Lagrangian Methods: Applications to the Solution of Boundary-Valued Problems, pp. 299–331. North-Holland, Amsterdam (1983)
Gabay, D., Mercier, B.: A dual algorithm for the solution of nonlinear variational problems via finite-element approximations. Comput. Math. Appl. 2(1), 17–40 (1976)
Dafernos, S.: Traffic equilibrium and variational inequalities. Transp. Sci. 14, 42–54 (1980)
Larsson, T., Patriksson, M.: Equilibrium characterizations of solutions to side constrained asymmetric traffic assignment models. Le Matematiche 49, 249–280 (1994)
Leblanc, L., Chifflet, J., Mahey, P.: Packet routing in telecommunication networks with path and flow restrictions. Networks 11(2), 188–197 (1999)
Han, D.R., Hong, K.Lo.: New alternating direction method for a class of nonlinear variational inequality problems. J. Optim. Theory Appl. 112(3), 549–560 (2002)
Tao, M.: A modified proximal-based decomposition method for variational inequalities. J. Nan. Univ. Math. Biq. 26(1), 14–26 (2009)
He, B.S., Yuan, X.M.: The unified framework of some proximal-based decomposition methods for monotone variational inequalities with separable structure. Manuscript
He, B.S., Liao, L.Z., Han, D.R., Yang, H.: A new inexact alternating directions method for monotone variational inequalities. Math. Program. 92, 103–118 (2002)
Zhang, W.X., Han, D.R.: A new alternating direction method for co-coercive variational inequality problems. Comput. Math. Appl. 57(7), 1168–1178 (2009)
Li, M., Liao, L.Z., Yuan, X.M.: A modified descent projection method for co-coercive variational inequalities. Eur. J. Oper. Res. 189(2), 310–323 (2008)
Author information
Authors and Affiliations
Corresponding author
Additional information
This work was supported by the Foundation of Shandong Provincial Education Department (No. J10LA59).
Rights and permissions
About this article
Cite this article
Sun, M. Inexact decomposition methods for solving variational inequalities with linear equality constraint. J. Appl. Math. Comput. 38, 325–339 (2012). https://doi.org/10.1007/s12190-011-0481-4
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12190-011-0481-4