Article ID: | iaor20114900 |
Volume: | 49 |
Issue: | 1 |
Start Page Number: | 17 |
End Page Number: | 29 |
Publication Date: | May 2011 |
Journal: | Computational Optimization and Applications |
Authors: | Yuan Xiaoming |
Keywords: | heuristics: local search |
To solve a class of variational inequalities with separable structure, this paper presents a new method to improve the proximal alternating direction method (PADM) in the following senses: an iterate generated by the PADM is utilized to generate a descent direction; and an appropriate step size along this descent direction is identified. Hence, a descent‐like method is developed. Convergence of the new method is proved under mild assumptions. Some numerical results demonstrate that the new method is efficient.