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A modified inexact operator splitting method for monotone variational inequalities

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Abstract

The Douglas–Peaceman–Rachford–Varga operator splitting methods (DPRV methods) are attractive methods for monotone variational inequalities. He et al. [Numer. Math. 94, 715–737 (2003)] proposed an inexact self-adaptive operator splitting method based on DPRV. This paper relaxes the inexactness restriction further. And numerical experiments indicate the improvement of this relaxation.

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Correspondence to Min Li.

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Li, M., Bnouhachem, A. A modified inexact operator splitting method for monotone variational inequalities. J Glob Optim 41, 417–426 (2008). https://doi.org/10.1007/s10898-007-9229-y

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  • DOI: https://doi.org/10.1007/s10898-007-9229-y

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