Self-adaptive operator splitting methods for monotone variational inequalities. (English) Zbl 1033.65047
The authors present a modified operator splitting method that adjusts the scalar parameter automatically. Exact and inexact forms of the modified method with selfadaptive variable parameter are suggested and proved to be convergent under moderate assumptions. There are many fundamental points worked out in the paper. Numerical results are interesting.
Reviewer: Akrur Behera (Rourkela)
MSC:
65K10 | Numerical optimization and variational techniques |
49J40 | Variational inequalities |
49M37 | Numerical methods based on nonlinear programming |
47J06 | Nonlinear ill-posed problems |
47J20 | Variational and other types of inequalities involving nonlinear operators (general) |