Article ID: | iaor20041220 |
Country: | United States |
Volume: | 26 |
Issue: | 4 |
Start Page Number: | 816 |
End Page Number: | 831 |
Publication Date: | Nov 2001 |
Journal: | Mathematics of Operations Research |
Authors: | Svaiter B.F., Burachik R.S. |
Keywords: | complementarity |
We propose a new kind of inexact scheme for a family of generalized proximal point methods for the monotone complementarity problem. These methods, studied by Auslender, Teboulle, and Ben-Tiba, converge under the sole assumption of existence of solutions. We prove convergence of our new scheme and discuss its implementability.