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Proximal alternating directions method for structured variational inequalities. (English) Zbl 1129.49040
Summary: In the alternating directions method, the relaxation factor $\gamma\in(0,\frac{\sqrt{5}+1}{2})$ by Glowinski is useful in practical computations for structured variational inequalities. This paper points out that the same restriction region of the relaxation factor is also valid in the proximal alternating directions method.

49M30Other numerical methods in calculus of variations
49J40Variational methods including variational inequalities
47J20Inequalities involving nonlinear operators
Full Text: DOI
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