inertial linearized alternating direction method of multipliers

A general inertial proximal point algorithm for mixed variational inequality problem

  • Caihua Chen
  • Shiqian Ma
  • Junfeng Yang
    • Categories Convex Optimization Tags , , ,

    In this paper, we first propose a general inertial \emph{proximal point algorithm} (PPA) for the mixed \emph{variational inequality} (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for inertial type PPAs. Under certain conditions, we are able to establish the global convergence and nonasymptotic $O(1/k)$ convergence … Read more

    A general inertial proximal point method for mixed variational inequality problem

  • Caihua Chen
  • Shiqian Ma
  • Junfeng Yang
    • Categories Convex and Nonsmooth Optimization Tags , , , ,

    In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for inertial type proximal point methods. Under certain conditions, we are able to establish the global convergence and a $o(1/k)$ … Read more