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On the \(O(1/t)\) convergence rate of the parallel descent-like method and parallel splitting augmented Lagrangian method for solving a class of variational inequalities. (English) Zbl 1273.65093

Summary: In this paper, we extend parallel descent-like method (PDLM) and parallel splitting augmented Lagrangian method (PSALM) for structured monotone variational inequalities whose operator is composed by three separable operators, and prove their \(O(1/t)\) convergence rate.

MSC:

65K15 Numerical methods for variational inequalities and related problems
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