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Inexact Operator Splitting Methods with Selfadaptive Strategy for Variational Inequality Problems

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  • D. Han

    (Nanjing Normal University)

Abstract

The Peaceman-Rachford and Douglas-Rachford operator splitting methods are advantageous for solving variational inequality problems, since they attack the original problems via solving a sequence of systems of smooth equations, which are much easier to solve than the variational inequalities. However, solving the subproblems exactly may be prohibitively difficult or even impossible. In this paper, we propose an inexact operator splitting method, where the subproblems are solved approximately with some relative error tolerance. Another contribution is that we adjust the scalar parameter automatically at each iteration and the adjustment parameter can be a positive constant, which makes the methods more practical and efficient. We prove the convergence of the method and present some preliminary computational results, showing that the proposed method is promising.

Suggested Citation

  • D. Han, 2007. "Inexact Operator Splitting Methods with Selfadaptive Strategy for Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 132(2), pages 227-243, February.
    • Handle: RePEc:spr:joptap:v:132:y:2007:i:2:d:10.1007_s10957-006-9060-5
    DOI: 10.1007/s10957-006-9060-5
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    Citations

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    Cited by:

    1. Xiaomei Dong & Xingju Cai & Deren Han & Zhili Ge, 2020. "Solving a Class of Variational Inequality Problems with a New Inexact Strategy," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 37(01), pages 1-20, January.
    2. Min Zhang & Deren Han & Gang Qian & Xihong Yan, 2012. "A New Decomposition Method for Variational Inequalities with Linear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 675-695, March.
    3. Deren Han & Wei Xu & Hai Yang, 2010. "Solving a class of variational inequalities with inexact oracle operators," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 71(3), pages 427-452, June.
    4. Wenxing Zhang & Deren Han & Xiaoming Yuan, 2012. "An efficient simultaneous method for the constrained multiple-sets split feasibility problem," Computational Optimization and Applications, Springer, vol. 52(3), pages 825-843, July.
    5. Hongjin He & Chen Ling & Hong-Kun Xu, 2015. "A Relaxed Projection Method for Split Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 166(1), pages 213-233, July.
    6. Pham Ngoc Anh & Qamrul Hasan Ansari & Ho Phi Tu, 2023. "DC auxiliary principle methods for solving lexicographic equilibrium problems," Journal of Global Optimization, Springer, vol. 85(1), pages 129-153, January.

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