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An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems
He, Jie Wen; Lei, Chi Chon; Shi, Chen Yang; Vong, Seak Weng
2021-09-01
Source PublicationNumerical Algebra Control and Optimization
ISSN2155-3289
Volume11Issue:3Pages:353 - 362
Abstract

Many kinds of practical problems can be formulated as nonlin-ear complementarity problems. In this paper, an inexact alternating direction method of multipliers for the solution of a kind of nonlinear complementar-ity problems is proposed. The convergence analysis of the method is given. Numerical results confirm the theoretical analysis, and show that the proposed method can be more efficient and faster than the modulus-based Jacobi, Gauss-Seidel and Successive Overrelaxation method when the dimension of the problem being solved is large.

KeywordAugmented Lagrangian Inexact Alternating Direction Method Iterative Methods Non-linear Complementarity Problem Symmetric Positive Definite
DOI10.3934/naco.2020030
URLView the original
Indexed ByESCI
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000640074000002
PublisherAMER INST MATHEMATICAL SCIENCES-AIMS, PO BOX 2604, SPRINGFIELD, MO 65801-2604
Scopus ID2-s2.0-85108661854
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionFaculty of Science and Technology
DEPARTMENT OF MATHEMATICS
Corresponding AuthorShi, Chen Yang
AffiliationDepartment of Mathematics, University of Macau Avenida da Universidade, Taipa, Macau, China
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
He, Jie Wen,Lei, Chi Chon,Shi, Chen Yang,et al. An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems[J]. Numerical Algebra Control and Optimization, 2021, 11(3), 353 - 362.
APA He, Jie Wen., Lei, Chi Chon., Shi, Chen Yang., & Vong, Seak Weng (2021). An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems. Numerical Algebra Control and Optimization, 11(3), 353 - 362.
MLA He, Jie Wen,et al."An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems".Numerical Algebra Control and Optimization 11.3(2021):353 - 362.
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