A new convergence proof of augmented Lagrangian-based method with  full Jacobian decomposition for structured variational inequalities

Xi-Hong  Yan

doi:10.3934/naco.2016.6.45

Article Contents

2016, Volume 6, Issue 1: 45-54. Doi: 10.3934/naco.2016.6.45

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A new convergence proof of augmented Lagrangian-based method with full Jacobian decomposition for structured variational inequalities

Xi-Hong Yan^1,

1.
Higher Education Key Laboratory of Engineering and Scientific Computing, Taiyuan Normal University, Taiyuan 030012, Shanxi Province

Received: June 2015

Revised: January 2016

Published: December 2015

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Abstract

In the work, we present a new proof for global convergence of a classical method, augmented Lagrangian-based method with full Jacobian decomposition, for a special class of variational inequality problems with a separable structure. This work can be regarded as an improvement to work [14]. The convergence result of the work is established under more general conditions and proven in a new way.

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Mathematics Subject Classification: Primary: 49M27, 65K15, 93B40.

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