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Proximal Alternating Directions Method for Structured Variational Inequalities

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Abstract

In the alternating directions method, the relaxation factor \(\gamma\in(0,\frac{\sqrt{5}+1}{2})\) by Glowinski is useful in practical computations for structured variational inequalities. This paper points out that the same restriction region of the relaxation factor is also valid in the proximal alternating directions method.

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Authors and Affiliations

  1. Department of Mathematics, Nanjing University, Nanjing, China

    M. H. Xu

  2. Department of Information Science, Jiangsu Polytechnic University, Changzhou, Jiangsu, People’s Republic of China

    M. H. Xu

Authors
  1. M. H. Xu
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Correspondence to M. H. Xu.

Additional information

Communicated by X.Q. Yang.

The research was supported by the NSFC of China Grant 10571083 and MOEC Grant 20060284001. The author thanks the anonymous referees for valuable suggestions.

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Xu, M.H. Proximal Alternating Directions Method for Structured Variational Inequalities. J Optim Theory Appl 134, 107–117 (2007). https://doi.org/10.1007/s10957-007-9192-2

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  • DOI: https://doi.org/10.1007/s10957-007-9192-2

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