An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems

IF 1.1 Q2 MATHEMATICS, APPLIED

Numerical Algebra Control and Optimization Pub Date : 2021-01-01 DOI:10.3934/naco.2020030

Jiewen He, Chi Lei, Chenyang Shi, Seakweng Vong

引用次数: 6

Abstract

Many kinds of practical problems can be formulated as nonlinear complementarity problems. In this paper, an inexact alternating direction method of multipliers for the solution of a kind of nonlinear complementarity 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.

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一类非线性互补问题的乘法器的不精确交替方向法

许多实际问题都可以表述为非线性互补问题。本文提出了求解一类非线性互补问题的乘法器不精确交替方向法。给出了该方法的收敛性分析。数值结果证实了理论分析，并表明当待解问题的维数较大时，该方法比基于模的Jacobi法、Gauss-Seidel法和逐次过松弛法更有效、更快。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Numerical Algebra Control and Optimization MATHEMATICS, APPLIED-

CiteScore

3.10

自引率

0.00%

发文量

期刊介绍： Numerical Algebra, Control and Optimization (NACO) aims at publishing original papers on any non-trivial interplay between control and optimization, and numerical techniques for their underlying linear and nonlinear algebraic systems. Topics of interest to NACO include the following: original research in theory, algorithms and applications of optimization; numerical methods for linear and nonlinear algebraic systems arising in modelling, control and optimisation; and original theoretical and applied research and development in the control of systems including all facets of control theory and its applications. In the application areas, special interests are on artificial intelligence and data sciences. The journal also welcomes expository submissions on subjects of current relevance to readers of the journal. The publication of papers in NACO is free of charge.