论文标题
基于PGA的单调变异不平等的基于PGA的预测 - 校正算法
PGA-based Predictor-Corrector Algorithms for Monotone Generalized Variational Inequality
论文作者
论文摘要
在本文中，我们考虑了单调的变异不平等（MGVI），其中单调算子是Lipschitz的连续。受单调变化不平等（MVI）的外部方法和投影收缩算法的启发，我们提出了一类基于PGA的预测指标 - 矫正器算法，用于MGVI。对于可分离的多块凸优化问题，我们的算法的重要特征是它们可以很好地适应并行计算。关于稀疏性恢复不同模型的数值模拟显示了我们提出的方法的广泛适用性和有效性。
In this paper, we consider the monotone generalized variational inequality (MGVI) where the monotone operator is Lipschitz continuous. Inspired by the extragradient method and the projection contraction algorithms for monotone variational inequality (MVI), we propose a class of PGA-based Predictor-Corrector algorithms for MGVI. A significant characteristic of our algorithms for separable multi-blocks convex optimization problems is that they can be well adapted for parallel computation. Numerical simulations about different models for sparsity recovery show the wide applicability and effectiveness of our proposed methods.
