Parallel LQP alternating direction method for solving variational inequality problems with separable structure
Abdellah Bnouhachem, Abdelouahed Hamdi · Journal of Inequalities and Applications · 2014
In this paper, we propose a logarithmic-quadratic proximal alternating direction method for structured variational inequalities. The predictor is obtained by solving series of related systems of nonlinear equations, and the new iterate is obtained by a convex combination of the previous point and the one generated by a projection-type method along a new descent direction. Global convergence of the new method is proved under certain assumptions. Preliminary numerical experiments are included to verify the theoretical assertions of the proposed method. MSC: 90C33, 49J40.