On the convergence of descent metods for monotone variational inequalities

On the convergence of descent metods for monotone variational inequalities

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Article ID: iaor1997260
Country: Netherlands
Volume: 16
Issue: 5
Start Page Number: 265
End Page Number: 269
Publication Date: Dec 1994
Journal: Operations Research Letters
Authors:
Abstract:

Recently, Zhu and Marcotte established the convergence of a modified descent algorithm for monotone variational inequalities. Using algorithmic equivalence results due to Patriksson and Larsson and Patriksson, the paper shows that this convergence result may be used to establish the convergence of slightly modified versions of the classical successive approximation algorithms of Dafermos and Cohen, and of the descent algorithms of Wu et al, Patriksson and Larsson and Patriksson, under assumptions that are both much milder and much easier to verify than those for their original statements.

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