Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities

Local Linear Convergence of an Outer Approximation Projection Method for Variational Inequalities

0.00 Avg rating0 Votes
Article ID: iaor20119976
Volume: 151
Issue: 1
Start Page Number: 52
End Page Number: 63
Publication Date: Oct 2011
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming: convex
Abstract:

This paper considers an outer approximation projection method for variational inequalities, in which the projections are not performed on the original set that appears in the variational inequality, but on a polyhedral convex set defined by the linearized constraints. It shows that the method converges linearly, when the starting point is sufficiently close to the solution and the step lengths are sufficiently small.

Reviews

Required fields are marked *. Your email address will not be published.