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期刊论文

Self-adaptive operator splitting methods for monotone variational inequalities

何炳生Bingsheng He Li-Zhi Liao ★★ ShengliWang ★★★

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摘要/描述

Solving a variational inequality problem VI (Ω, F) is equivalent to finding a solution of a system of nonsmooth equations (a hard problem). The Peaceman-Rachford and/or Douglas-Rachford operator splitting methods are advantageous when they are applied to solve variational inequality problems, because they solve the original problem via solving a series of systems of nonlinear smooth equations (a series of easy problems). Although the solution of VI (Ω, F) is invariant under multiplying F by some positive scalar β, yet the numerical experiment has shown that the number of iterations depends significantly on the positive parameter β which is a constant in the original operator splitting methods. In general, it is difficult to choose a proper parameter β for individual problems. In this paper, we present a modified operator splitting method which adjusts the scalar parameter automatically per iteration based on the message of the iterates. Exact and inexact forms of the modified method with self-adaptive variable parameter are suggested and proved to be convergent under mild assumptions. Finally, preliminary numerical tests show that the self-adaptive adjustment rule is proper and necessary in practice.

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【免责声明】以下全部内容由[何炳生]上传于[2005年01月17日 18时17分37秒],版权归原创者所有。本文仅代表作者本人观点,与本网站无关。本网站对文中陈述、观点判断保持中立,不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考,并请自行承担全部责任。

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