Abstract
In this paper, we study the relationship between the forward-backward splitting method and the extra-gradient method for monotone variational inequalities. Both of the methods can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. Our analysis explains theoretically why the extra-gradient methods usually outperform the forward-backward splitting methods. We suggest some modifications for the two methods and numerical results are given to verify the Superiority of the modified methods.
© 2004 Kluwer Academic Publishers
© 2004 Kluwer Academic Publishers
| Original language | English |
|---|---|
| Pages (from-to) | 247-267 |
| Journal | Computational Optimization and Applications |
| Volume | 27 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Mar 2004 |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Funding
B.S. He was supported by the NSFC grant 10271054 and Jiangsu NSF grant BK2002075. The research of J.J.Z. Zhang is partially supported by City U Strategic Research Grant No. 7001258.
Research Keywords
- Extra-gradient methods
- Forward-backward splitting methods
- Monotone variational inequalities
- Prediction-correction methods
Fingerprint
Dive into the research topics of 'Comparison of Two Kinds of Prediction-Correction Methods for Monotone Variational Inequalities'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver