关于单调变分不等式的一种邻近增广拉格朗日方法

A Proximal Augmented Lagrange Method for Monotone Varational Inequailities

对单调变分不等式的一种新的拉格朗日方法 (AL)进行讨论。这种方法只需要解一系列强单调变分不等式子问题。允许参数从一个叠代点到另一个叠代点变化。

This paper addresses a new augmented Lagrange method(AL) for monotone variational inequality(VI), which needs only to solve one stongly monotone sub-VI problem.The paramaters are allowed to vary from iteration to iteration.Its convergence of the method is proved under mild assumptions.