A new criterion for an inexact parallel splitting augmented Lagrangian method

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.