A descent method for structured monotone variational inequalities
Cai-Hong Ye, Xiaoming Yuan · Optimization methods & software · 2006
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.