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A new criterion for an inexact parallel splitting augmented Lagrangian method

为切开的不精确的平行的一个新标准扩充了 Lagrangian 方法

作     者:Kou, Xipeng Li, Shengjie Wang, Xueyong 

作者机构:Chongqing Univ Coll Math & Stat Chongqing 401331 Peoples R China 

出 版 物:《JOURNAL OF INEQUALITIES AND APPLICATIONS》 (不等式及其应用杂志)

年 卷 期:2015年第2015卷第1期

页      面:1-18页

核心收录:

学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学] 

基  金:National Natural Science Foundation of China [11171362, 11301567, 11401058] Specialized Research Fund for the Doctoral Program of Higher Education Fundamental Research Funds for the central universities [CDJXS12101104] 

主  题:variational inequalities proximal point method decomposition splitting method projection and contraction methods 

摘      要:In this paper, we study the computational method for solving the variational inequality problem with the separable structure and linear constraints. We propose a new relaxed inexact criterion and a prediction-correction approach in the inexact splitting parallel augmented Lagrangian methods, which make it easier to solve the resulting subproblems. Under a mild condition, we prove the global convergence and establish a worst-case convergence rate for the new inexact algorithm. Some numerical experiments show the effectiveness and feasibility of the new inexact method.

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