Journal
OPTIMIZATION METHODS & SOFTWARE
Volume 22, Issue 2, Pages 329-338Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/10556780600552693
Keywords
monotone variational inequalities; alternating directions method; descent method
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This article presents a descent method for solving monotone variational inequalities with separate structures. The descent direction is derived from the well-known alternating directions method. The optimal step size along the descent direction also improves the efficiency of the new method. Some numerical results demonstrate that the new method is effective in practice.
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