| Article ID: | iaor19961399 |
| Country: | Netherlands |
| Volume: | 66 |
| Issue: | 2 |
| Start Page Number: | 137 |
| End Page Number: | 144 |
| Publication Date: | Sep 1994 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | He Bingsheng |
The paper introduces a new iterative scheme for the numerical solution of a class of linear variational inequalities. Each iteration of the method consist essentially only of a projection to a closed convex set and two matrix-vector multiplications. Both the method and the convergence proof are very simple.