On the O(1/t) convergence rate of the parallel descent-like method and parallel splitting augmented Lagrangian method for solving a class of variational inequalities

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摘要

In this paper, we extend parallel descent-like method (PDLM) and parallel splitting augmented Lagrangian method (PSALM) for structured monotone variational inequalities whose operator is composed by three separable operators, and prove their O(1/t) convergence rate.

论文关键词：Variational inequalities,Parallel computing,Descent-like methods,Alternating direction methods,Convergence rate

论文评审过程：Available online 21 January 2013.

论文官网地址：https://doi.org/10.1016/j.amc.2012.11.093