摘要
The proximal-based decomposition method was originally proposed by Chen and Teboulle （Math. Programming, 1994, 64：81-101 for solving corrvex minimization problems. This paper extends it to solving monotone variational inequalities associated with separable structures with the improvements that the restrictive assumptions on the involved parameters are much relaxed, and thus makes it practical to solve the subproblems easily. Without additional assumptions, global convergence of the new method is proved under the same mild assumptions on the problem＇s data as the original method.
The proximal-based decomposition method was originally proposed by Chen and Teboulle （Math. Programming, 1994, 64：81-101 for solving corrvex minimization problems. This paper extends it to solving monotone variational inequalities associated with separable structures with the improvements that the restrictive assumptions on the involved parameters are much relaxed, and thus makes it practical to solve the subproblems easily. Without additional assumptions, global convergence of the new method is proved under the same mild assumptions on the problem＇s data as the original method.
基金
the National Natural Science Foundation of China(No.70671024)
the Na-tional High-Tech Research and Development Program of China(863 Program)(No.2006AA11Z209)
