Prediction-correction alternating direction method for a class of constrained min-max problems

作     者：Li, Min He, Bingsheng 

作者机构：Department of Mathematics Nanjing University Nanjing 210093 China 

出 版 物：《Frontiers of Mathematics in China》 (Front. Math. China)

年 卷 期：2007年第2卷第1期

页      面：103-121页

学科分类：07[理学] 0701[理学-数学] 

基　　金：National Natural Science Foundation of China, NSFC, (10571083) Ministry of Education of the People's Republic of China, MOE, (20060284001) 

主　　题：Constrained minimum distance problem Linear variational inequality Nonlinear programming Projection and contraction methods 

摘      要：The problems concerned in this paper are a class of constrained min-max problems. By introducing the Lagrange multipliers to the linear constraints, such problems can be solved by some projection type prediction-correction methods. However, to obtain components of the predictor one by one, we use an alternating direction method. And then the new iterate is generated by a minor correction. Global convergence of the proposed method is proved. Finally, numerical results for a constrained single-facility location problem are provided to verify that the new method is effective for some practical problems. © Higher Education Press 2007.