Abstract: In this paper, we focus on the alternating direction method, which is one of the most effective methods for solving structured variational inequalities(VI). In fact, we propose a proximal parallel alternating direction method which only needs to solve two strongly monotone sub-VI problems at each iteration. Convergence of the new method is proved under mild assumptions. We also present some preliminary numerical results, which indicate that the new method is quite efficient.
Abstract: In this paper, a new descent-projection method with a
new search direction for monotone structured variational inequalities
is proposed. The method is simple, which needs only projections
and some function evaluations, so its computational load is very tiny.
Under mild conditions on the problem-s data, the method is proved to
converges globally. Some preliminary computational results are also
reported to illustrate the efficiency of the method.