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2006•Optimization methods & softwareRequires access

A descent method for structured monotone variational inequalities

Cai-Hong Ye, Xiaoming Yuan

Open publisher page 68 citations

Abstract

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.

About this research paper

What this paper is about

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.

Why it matters

OpenAlex reports 68 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Method / approach

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Available abstract

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.

Key concepts: Descent (aeronautics), Variational inequality, Monotone polygon, Mathematics, Descent direction, Monotonic function, Mathematical optimization, Gradient descent

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